JVM application are a collection of classes (.class files).
Compile your JVM COBOL application to .class files. Optionally, package these to a .jar file (using the jar command). Ship with COBOL Server (requires a license).
You can deploy JVM COBOL applications to an application server such as JBoss, WebSphere or Tomcat.
The applications could include only JVM COBOL code or could be a mixture of JVM COBOL and Java Code. They could use EJBs or Web services - e.g. managed REST, WSDL.
In order to deploy, you need to:
You do not need to ship COBOL Server in this case.