Either one of those icons should start the Visual Studio in which Visual COBOL is installed. If you open up the Help-->About Visual Studio does it show Visual COBOL as an add-on?
Do you perhaps have another version of Visual Studio or Visual COBOL installed on this system?
There is a command called MFVSIXInstall that you can run from the command line that will install VC into VS if something goes wrong.
Please see the docs here.