where is the copybook of my program ?
in which directory?
I'm not sure I understand your question. Are you asking where you should place the copybooks required by your program? If that is what you're asking, then you can either place them in the same directory as the program or specify their location from the Copybook page under the project properties.
No. You have it confused I think. Copy books are source code snippets that you, the programmer, optionally include and insert into your source program, using the COPY statement. You create the copy book as a separate source file, either manually or with a tool, and then you use the COPY statement in your source program to insert the snippet of source code from the copy book file into your source program. This is much like how other languages allow the use of Include and Import and Using statements to do a similar thing. The COBOL compiler will "expand" these just prior to compilation and consider them to be part of the source program to be compiled. See these references: