After writing your Cobol program with CICS. The next point is compiling the program.
If we want a Load module, we need first translating and then compiling with Cobol compiler.
In the Cobol program, before identification division the following compiler options will work.
CBL,DYNAM,RENT ==> Cobol compiler options
PROCESS XOPTS(CICS,NOLINKAGE) ==> to translate cics comands
With the above options, your program will compile successfully and load module will be created.