gnu-cobol is available via the homebrew system.
Open a terminal window from
/Applications/Utilities/Terminal or use the keypress
Command+Space and type
If you do not have the homebrew system installed, add it by typing, or copying and pasting into your terminal:
ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
Once the command has finished, type:
brew install gnu-cobol
That is it, you can now compile Cobol programs on your Mac.