Download one of binaries:

(NEW) GnuCOBOL 3.1-dev r3508 (22MAR2020) MinGW compiler for Windows XP/7/8/10
with COBOL ReportWriter. Includes Berkeley DataBase 18.1.32 for Indexed Sequential file access
support, GMP 6.2.0, and PDCurses 3.9 (18.2 megabytes). Rename .7z to .exe for self-extracting
archive.

Possibility Number 1: Rename it to „*.exe“:

Start exe:

Possibility Number 2: Unpack „*.7z“:

After install or unpack you have this directory structure:

Check the files „set_env.cmd“, „testfunc.cob“, „TestGC.cmd“ in main directory:
Open a command window and go in your main directory:

Type: „TestGC.cmd“:
Press any key to continue:

Press any key to continue:

Press any key to continue:

Now close this command window!!!

Create somewhere a new directory:

Create a small test program in it:

Open a new command window and go in your new directory:

Try to compile it:

First you have to set the environment variables for cobc:

call "C:\GC31\set_env.cmd"
Try to compile it again:

Start the created hellocobol.exe:

Congratulations, you did it!