COBEC9032W Warning - CP not available - copybook source not processed

The copybook preprocessor, CP, could not be found. The MCO preprocessor relies on CP to find and expand all copybook source so that any EXEC CICS statements, DFHRESP(...) and DFHVALUE(...) references, etc. can be processed by the MCO preprocessor. If no copybook contains any source that the MCO preprocessor needs to modify, then this message may be safely ignored.
Restriction: This topic applies only when the Enterprise Server feature is enabled.
System Action:
The preprocess/check continues normally but may produce compilation or execution errors if any copybook source contains lines that need to be processed by the MCO preprocessor.
Resolution:
Verify that your COBOL system meets minimum version requirements for this version of MCO. Verify that the COBDIR environment variable is set correctly. The CP preprocessor (CP.GNT) should be in CHECK.LBR in one of the directories specified by COBDIR.
Module:
cicsprep (dfhxinit)
Destination:
STDOUT