Yes you can put either LITLINK or INITCALL"ORASQL11" in that box between ENSUITE(3) and the ending semi-colon.
Since the procobol directives are not included here they must be set somewhere else.
Again, Net Express 3.0 has never been tested with the newer Oracle releases so I strongly encourage you to upgrade your compiler version to Net Express 5.1 or to Visual COBOL.
Thanks.