COBOL systems include a standard file system, which can be configured to handle data in a format required by the supported RDBMS. Configuration is made simple, with the setting of the IDXFORMAT Compiler directive or File Handler configuration variable; see Configuring the File Handler for more information.
Extended File Descriptors (XFDs) files are another key component to interfacing successfully with an RDBMS. They are the files that map your COBOL records to database fields. it is important that you understand these, to understand how your COBOL data will be represented in a database. See XFDs for more information.
To then take that information and interface with one of the RDBMS, you need the specific database connector. These connectors are installed as part of your COBOL development installation, but you must license each one individually in order to use it.