The error screenshot does not correspond to the command that you showed in your initial post. Your initial post shows cob which is the command under Unix/Linux which is why I assumed that you were using DevHub.
Please see the product documentation under Reference-->Command line reference-->compiling from command line as the cobol command uses different syntax than the cob command.
You are also not specifying a program name so it is unclear what you are actually trying to do.
From the docs under Data Access-->cobsql the following is an example of how the command line should look when compiling using cobsql and pro*cobol on Windows:
cobol testprog p(cobsql) csqlt=ora makesyn end-c
xref=yes mode=ansi endp list();
Thanks.