The COBOL program that contains your test case(s) must be compiled to one of the executable formats: .so .int, or .gnt.
cob -zU -e "" mytestfixture.cbl
cob -e "" mytestfixture.cbl
Once it is compiled, you must run the resulting file from the shell.
You must compile the procedural managed COBOL programs as .dll using the JVMGEN (sub) Compiler directive. For example:
mkdir bin cob -j myunittest.cbl -C 'jvmgen(sub)' -C 'iloutput(bin)' cobmfjarprogmap -directory bin jar -cvf myunittest.jar -C bin . cobmfurunj myunittest.jar