The Dialog System support is part of the Compatibility Addpack that can be downloaded from the Product Updates page of the supportline web site.
This needs to be installed on the development side for Visual COBOL as well as on the deployment side for COBOL Server.
There is a different version of the addpack for both the Visual COBOL/COBOL Server for VS2010 product and the Visual COBOL/COBOL Server for VS2012 product so make sure that you download the correct version.
This is an .msi file so you can extract the files from this to include in your own install using the command:
msiexec /a compataddpack_2012_x86.msi /qb TARGETDIR=c:\holdaddpack\new
Thanks.