If you use the IDE to build the project:
Use the Configuration Manager to choose the build configuration to use for your project or solution.
For some native COBOL project types, you can specify whether to build the source code to a single executable or produce individual executables for each COBOL program in your project.
If building outside of the IDE, use MSBuild at the command line as follows:
MSBuild SolutionName.sln
or:
MSBuild ProjectName.cblproj
To view the MSBuild command line options, execute:
MSBuild /?