The DFSTRCL utility takes the debug information (.idy) file as an input, so before running the utility you need to create an .idy file.
To produce and .idy file for a COBOL program you must compile it:
cobol filename.cbl anim;
This generates an information file called filename.idy.
An .idy file is also produced if you compile the file in the IDE as part of a project.
Once you have created an .idy file, you can run the DFSTRCL utility to generate a record layout .str file based on the Data Division information in the .idy file.