There are broadly two ways of deploying COBOL Windows-based applications to the .NET environment. You can either use a traditional Setup using Windows Installer technology, or you can copy the files manually. In both cases you need the prerequisite software such as Enterprise Server and the .NET Framework installed on the target machine. See Overview for more information.
With Windows Installer deployment, you package the application in a setup.exe file and distribute that file to users, who run it to install the application.
To create a setup project, you create a new project of the type Setup. This creates a setup.exe program and a Microsoft Installer file (.msi) that encapsulates the entire setup. See the Visual Studio Help.
Alternatively, you can deploy your COBOL application without a setup project. To do this, use the Xcopy command (which copies a directory structure) to copy your application files from the project output directory to the directory containing your installation.