When you compile from the command line using the cobol (Windows) or cob (UNIX) command, you include any directives as part of the command. This applies to command line fields in the IDE (for example the Command line arguments field of a Debug Configuration's Start Options) and any compilation started from a prompt.
For example:
Windows:
cobol program1.cbl ANIM COPYEXT"abc";
UNIX:
cob program1.cbl SOURCEFORMAT"VARIABLE" COPYEXT"abc"