I know nothing about a Cobold but in general the command to compile
stuff in emacs is:
      M-x compile
The default command is:
    make -k
You will either want to write a Makefile or edit that command.  I put
the following in my .emacs file:
    (global-set-key [f7] 'compile)
so the f7 key runs the compile command.  Learn more in
(emacs)Compilation in info.

Kurt Maier writes:
 > Here goes a stupid question, but I'm going to ask anyway.  I have LM 7.2
 > and I want to compile some Cobol programs for school, but I can't find
 > the right command to compile in Emacs.  I've looked in the manuals but
 > no help.  Any help is appreciated.  
 > 
 > Truly a Newbie
 > Kurt

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