1. Select Maintenance | Domain Specific | Post migration step
2. Set up a compile COBOL automatic post migration step for the desired object type.
3. Select Maintenance | General | Object types | Servers tab.
4. Verify that there is an entry for your server and the location of the COBOL compiler on this server (scroll to the right and you see the place to enter the path for COBOL compiler).
During the migration there is going to be a pop up post migration window and that is where you pick the environment that you want to compile this COBOL.