I've had a decent amount of exposure with compiling unix based open source libraries and compilers in cygwin. However, I'm very strong at compiling in debian and other linux distros. Are you considering running this in a VM or natively on windows with the port COBOL offers? Let me know and I definitely can help you get COBOL running in some way on W10. I have open availability the next few day to get this done ASAP.