01 ex-filename pic x(260) value "idxfile.dat". 01 ex-index-name pic x(100).
These variables define the data file name and the separate indexed file (if the data file format uses one). Later, when setting up the FCD, you will set fcd-filename-address to the address of ex-filename, and fcd-idxname-adress to the address of ex-index-name.
As you are going to be creating an indexed file, you also need to define a key definition block, which defines the index keys used in file operations on indexed files.