Hi Paul,
Try this first of all:
Start up Visual Studio.
File -> New Project
Choose the native console application project template:
Add a DISPLAY "hello world"
Use the build menu and then debug menu to run the application.
Once you have this working, delete the existing program1.cbl from your project and add your exisitng source files by right clicking the project and selecting Add Existing Item.
Let us know how you get on.