The commands you use to build and publish a COBOL application that targets .NET Core are very similar to the commands you would use to build any COBOL application. You need to ensure that you specify the following:
For example, to do a restore, rebuild, and publish operation for a self-contained deployment to 64-bit Linux you could run the following command:
msbuild project-name.cblproj /t:restore;rebuild;publish /p:Configuration=Release;SelfContained=true;RuntimeIdentifier=linux-x64