I am not exactly sure what you are looking for here.
From the Micro Focus side you would need to install the COBOL Server product on your production machine and setup appropriate licensing.
There is a section in the docs on deployment wjhich can be found here:
For your own application you can deploy this in any location that you would like, either to be run locally on each clients machine or from a network server but the setup is a bit different between the two but this is covered in the link above.
You could also create your own setup routine using InstallShield or some other product which will install the COBOL Server along with your application.
For .NET assemblies that are called they can be in the current directory of the calling application or accessible via PATH setting.
You could also install these into the GAC using the gacutil.exe from Microsoft so that they are accessible from anywhere on the system.
Can you give me some more detail on exactly what is it that you are trying to achieve?
Thanks.