You must have installed .NET Core SDK 2.1 or later before you can use Visual COBOL to build a COBOL application for use with .NET Core. Installing Visual Studio's ".NET Core cross-platform development" component installs .NET Core SDK 2.1.
If you want to publish COBOL applications to work with a versions of .NET Core other than 2.1 you can download and install the relevant versions of the .NET Core SDK. See Microsoft: .NET Downloads for more information.
You must be using Visual Studio 2019 version 16.4 or later to be able to develop and publish a COBOL application for use on .NET Core.
In addition, you must have installed a version of the .NET Core SDK. You can install .NET Core SDK 2.1 by installing Visual Studio's ".NET Core cross-platform development" component. If you do not have this component installed you can install it from Visual Studio by clicking
.