The MultiRunUnits demonstration shows why and how procedural COBOL is compiled and invoked in a multiple user environment. The application is an ASP.NET Web Service and you invoke it through the ASP.NET Development Server, which is installed as part of Visual Studio.
This demonstration is available in the %PUBLIC%\Documents\Micro Focus\Visual COBOL\Samples\MultiRunUnits folder by default, and also from the Samples Browser, in the Run Units category.