There is support for GNU COBOL (formerly OpenCOBOL) at SourgeForge.
From there, here is the answer to one error message: https://sourceforge.net/p/open-cobol/discussion/109660/thread/cdfe04a5/#0996
You can have a COBOL program that obeys traditional starts / ends with fixed columns, and you can put this, >>SOURCE FORMAT IS FREE on line 1, column 12 of your program. Then you can encode without reference to column numbers.
When using column numbers, columns 1-6 are not used for code, and column seven is for commenting, debugging, or a new page marker or, more rarely, a continuation of a literal that cannot be placed on the previous line.
The code then runs in columns 8-11 (aka "area a") or in columns 12-71 ("area b").
You do not need a full or intermediate period in the PROCEDURE section, except to complete the PROCEDURE DIVISION heading before the name of the item / SECTION and until the end of the program. In the distant past, you needed many complete stops / periods, but it did not take many years (although many still encode them).
When you see your comment on another answer and NealB's comment on your question, scroll down the related discussion:
I used Notepad ++ for my own encoding. You can install EOL to use UNIX instead of Windows or UTF encoding. It will also solve EOF issues. In addition, you will need to make sure that you set "Use Spaces" when tabbing. cobc has a problem when tabs are used from windows editors.
Combining this, you use Windows tabs and a version of OpenCOBOL that tabs in the source don't like. You have two things you can do directly to get it working, and you may need to get the latest version of GNU COBOL when it suits you.
I suggest you go here http://sourceforge.net/p/open-cobol/discussion/2526793/ . Join if you don’t have a SourceForge account or log in if you do, and publish to Help getting started . There are people who use Windows (which I do not know) who should be able to help. The reason for logging in / joining is that otherwise you will expect your question to be “moderated” first and you will be displayed as Anonymous.