If you do not keep the copybooks in the same directory as the main source program, you must tell the Compiler where they are, by setting the environment variable COBCPY.
Each COPY statement in your program identifies a copybook to be copied. If the filename in the COPY statement is incomplete, because it lacks either an extension or a path, the Compiler searches for it as follows:
If the COPY statement does not give the extension of the copybook's filename, the Compiler searches for files with extensions given by the directive COPYEXT.