You need to give us more information about it. Personally, I don't want to register just in order to download it in order to find out how you can install it in order to tell you how to do it. A good start would be to list the files the package you download contains.
Another thing you could consider was using another compiler, unless PerCobol is required for your course. I have heard OpenCOBOL should be excellent, supporting both the 85- and 02-standards, including some non-standard features. I haven't used it myself though, but you may want to give it a go. It's easy to install, now when you have Ubuntu (and I suppose, a working internet-connection) ...
Code:
$ sudo apt-get install open-cobol
And if you want to mix it with C/C++, or make some development on it yourself, you need these ...
Code:
$ sudo apt-get install libcob1
$ sudo apt-get install libcob1-dev
Whereas the first of the packages,
libcob1, probably will be included, when you're downloading OpenCOBOL itself.
Good luck!