To debug a program, you need to configure the build process to create all the files needed for debugging.
You do this by using a build configuration with the Compile for debugging option selected. To see your current build configurations, and create new ones, right-click on your project in the COBOL Explorer view of the IDE and choose Properties > Micro Focus > Build Configurations.
To compile a single file, which is not part of a project, right-click in the editor and click Compile. When compiling single files, the IDE uses the Compiler directives specified in Window > Preferences > Micro Focus > COBOL > Single File Compile.