Before you start to work with COBOL applications that are to be run on .NET you need to add a number of NuGet packages that are supplied with Visual COBOL so they are available for you to use.
To do this you use the following command:
dotnet nuget add source -n "Micro Focus Offline Packages" "/opt/microfocus/VisualCOBOL"
where /opt/microfocus/VisualCOBOL is the default installation folder for Visual COBOL, so if you installed Visual COBOL into a non-default location you need to specify that location in this command instead.