COBOL (COmmon Business Oriented [programming] Language) dates back to 1959, and is still used in its realm of business software, mostly on mainframe computers. Of course, there are also many related software modernization and migration projects. Thus, once in a while even non-mainframe developers might need some COBOL knowledge. Commercial _COBOL_ systems, especially on real mainframes, are expensive. In this article I demonstrate how to set up the GnuCOBOL compiler and integrate it with Visual Studio Code on Ubuntu Linux, but it also works on Windows and macOS. This way, experimenting with COBOL becomes easy and cheap.