When you work with DB2 ECM applications, you need to build them with the NOLITLINK directive.
Your project might be using copybooks that are stored outside of your project directory - for example, copybooks as provided by IBM. In this case, before building your project, you need to ensure that the Eclipse project can locate the copybooks within the project directory as this is where it searches for them.
One way to do this is to create a symbolic link pointing to your project directory in the IBM DB2 installation directory. To create a symbolic link, you need to execute the following from the command line:
ln -s <db2_install_dir>/include/cobol_mf /home/myuser/myproject