The Visual COBOL product line is used for developing distributed applications for Windows/Unix that do NOT use CICS or JCL.
The product that does support CICS and is used for migrating from mainframe platforms is the Enterprise Developer product which is available for both Visual Studio and Eclipse IDEs.
Enterprise Developer is actually a superset of the Visual COBOL product as it includes Visual COBOL as a base as well as additional project templates and tools to support mainframe compatibility.
If you are looking to move a CICS application you should be looking at the Enterprise Developer product.
Thanks.