Sorry to disturb, I found out how to change it in the Advanced Category.
But still having problems, due to this error:
C:\Program Files (x86)\MSBuild\Micro Focus\Visual COBOL\v1.0\MicroFocus.COBOL.targets (262): MSBMF002 - An internal error occurred. Exception text follows:
C:\Program Files (x86)\MSBuild\Micro Focus\Visual COBOL\v1.0\MicroFocus.COBOL.targets (262): Value cannot be null. Parameter name: path1