You need an INCLUDE command in your link file for each module that you want to be linked with the main module to produce one .390 file.
Here is an example of a link file. Assume that assemA is the main Assembler module that calls assemB, assemC and cobolD (with two parameters). The link file assemA.lin contains the following three records:
INCLUDE SYSLIB(assemB)
INCLUDE SYSLIB(assemC)
INCLUDE SYSLIB(cobolD),TYPE=CBL,PARMS=2
The TYPE parameter specifies the language of the called module and is optional; it defaults to ASM (for Assembler) if the main module is Assembler. The PARMS parameter specifies the number of parameters to be passed to the called program; you only need to specify it if TYPE=CBL (for COBOL) . There are options that allow you to call a COBOL IMS program and to call a program with a variable number of parameters.