COBEC0001S COPY Book File not found

The preprocessor could not find the source file for the preceding COPY statement.
System Action:
COPY statement is ignored.
Verify that the COBCPY environment variable is set to the correct search paths for the application. Verify that the name in COPY statement exists as a file with no extension or with .CPY, .cpy, .CBL, or .cbl as the extension. The search is case-sensitive.
cicsprep (dfhxppin)
Source Listing, .TRL file, STDOUT