To create a stored procedure definition (SPD) file

From the Solution Explorer, right-click your COBOL project and select Add > New Item from the context menu.
Under Installed Templates, click COBOL.
In the center pane, select Stored Procedure Definition.
In the Name field, type a name for the stored procedure definition, or accept the default name.
Click Add.
Visual Studio adds the stored procedure definition file and a skeleton COBOL program to your project; then opens the stored procedure definition file in the text editor.