I suspect to a large degree that what you want will be difficult to do -- COBOL isn't really oriented to writing files in other code pages. There is a CODEPAGE compiler option you can try, but it may have significant impact on your program. You might go on the Eclipse user forums and see how other people are handling the issue you are having; you're not likely to be the first to have the problem.
And what is best COBOL compiler with IDE? And where can I find z/OS emulator files to download in order to use with Hercules?
"best" is a very subjective concept -- what may be best for me may well be worst for you. Not only that but "best" at what -- compile time? executable run time? load module size? There are a lot of things it could be "best" at.
As far as z/OS on Hercules, be aware that IBM copyrights and licenses z/OS. As far as I know, IBM has not ever yet licensed a copy of z/OS for Hercules. Hence, even if you find one and download it for your Hercules, you are committing an illegal act that could have severe consequences if you are discovered. An earlier (as in 30+ year old) version of MVS is not under copyright and can be freely used on Hercules. While it does not have all the bells and whistles of z/OS systems today, it is a fully functioning OS. If you decide to run MVS on Hercules, though, some of the software you'd like to use -- such as a COBOL compiler or TSO/ISPF -- are under copyright and hence not available.