Visual COBOL fully supports WCF Service Library projects if you are using a full version of Visual Studio and not the Shell version.
For the Shell version the following limitation is documented in the Help:
The following restrictions apply if you are using Microsoft's Visual Studio Shell:
Microsoft's Visual Studio Shell does not support WCF so the WCF demonstration programs do not work in it. In addition, the project templates for WCF are not installed.
To use WCF and the WCF samples, you need to use a more advanced edition of Visual Studio such as Professional, Enterprise or Community Edition.
--------------
Since WCF is available in the Community Edition which is also a free versions of Visual Studio I would recommend that instead of using the vs2013 trial that you instead download the vs2015 trial and install this into the Visual Studio 2015 Community Edition.
Either that or you will have to purchase a full license for Visual Studio Professional or Enterprise editions.
Thanks.