To build a project for a COBOL application that is to be deployed to .NET you use the dotnet build command as follows:
dotnet build [project-name.cblproj]
The dotnet build command includes more options than those shown above. For more information on the dotnet build command see Microsoft: .NET fundamentals - dotnet build.
Example
To build the only project in the current directory using the Release configuration (rather than the default, Debug), run the following command:
dotnet build -c Release