Talk to whoever supports the compilers on the system you use. They can provide the proper compile/link jcl as well as an example of jcl to execute the compiled module.
Someone on your system has already set up the process to compile (and then execute) pl/i code.
You need to talk with the peoplle who are responsible for the compilers (or with a co-worker) as to how to compile/link your code on your system to learn the standard way to do this on your system.
I'm using the IBM VisualAge PL/I and I just can run the examples that came with the instalation. If I want to do a new file .pli and compile, don't works...
Anyway, I need help to connect to database DB2, someone can help me?
Do not post "it didn't work". No one can help with that lack of information. . .
You need to speak with the people who support the compiler(s) to learn what you have out of sync with the new code.
You also need to ask how db2 is used on your system. There is almost positively a procedure already in place to compile programs that use DB2 and you need to follow your site-specific method.