This feature is available by default in Visual COBOL. I just tested this here with VC for VS2015 2.3 Update 2 and whenever I perform an I-o operation on the file and hover over its name it will display the operation and the file status returned. If I have the Autos Window open this information will also be displayed there.
I have no file status data item defined for the file.
What VC version are you using?