Below is a sample program that will launch an EXE from within a COBOL97 application.
Check CallEXE demo in http://www.netcobol.com/support/code-samples/
When it comes to Microfocus...
One can not CALL an EXE from a Micro Focus INT or GNT, but you can CALL a Non-mainframe program (Micro Focus dialect in MFE) and issue a shell to DOS and from there either execute a command line that executes the EXE or execute the EXE file directly passed on the Micro Focus CALL (x'91' function code =35).
Also, you will not get back any passed parameters since once the DOS shell is closed, no parms can be returned. So the best way to get parms back is to write them to a file.
I am including a sample program that shows this x'91' FC=35 call. As you can see, you can execute a batch file or a command or an EXE directly.
Working-Storage Section.
1 Cmd-Line-Str.
2 Pic X(45)
* value 'RUN $IMSDIR\PCIMS RUNIMS BMP,DBUTIL,DEMO001T'.
* value 'run lorince'.
value 'dir c:\ /o > d.d'.
2 N-1 Pic X Value Low-Value.
1 Call-Func Pic X Comp-X Value 35.
1 Result Pic X Comp-X.
1 Cmd-Line-Len Pic X Comp-X Value 0.
Procedure Division.
P1.
Display Cmd-Line-Str upon Command-Line
Call x'91' using Result, Call-Func, Cmd-Line-Len
If Result = Zeroes
Display 'Call worked'
End-If
Goback.
I hope the post gives you some more information, I have only mainframe knowledge and haven't tried any of this above.