Thanks, Chris! That worked for me too.
Your suggestion led me to search for acufh.dll. And that led to several other helpful posts that will provide more flexibility than to have to run this program in the Visual COBOL command prompt:
community.microfocus.com/.../11137.aspx
community.microfocus.com/.../7441.aspx
community.microfocus.com/.../456.accessing-rm-data-files-from-managed-visual-cobol.aspx
In the end, I just needed to add one more compiler directive: $SET CALLFH"ACUFH". Now I can even use this program in a dll called from a web app.