The top-level approach to creating deployment images to work with COBOL applications is as follows:
As described in Create Different Images for Different Deployment Tasks, you might want to consider creating a small number of base images rather than just one.
Using this approach, the Dockerfile for the image must contain commands to copy the executable files that are required to run the application from the local machine to the image. Once you have created your application-specific image you can then run it in a container.