You must tell the run time system which data source to use for your DB2 file. You accomplish this by setting the ACUCOBOL-GT runtime configuration file variable A_DB2_DATASOURCE. You can set this variable in your configuration file if using only one data source.
If you don't know the data source name in advance, or if you intend to use more than one data source, you may set the data source name dynamically at run time. In your COBOL program, you would add code similar to this prior to the statement that opens the file:
SET ENVIRONMENT "A_DB2_DATASOURCE" TO "DB2 Database"