Getting cob.msg not found when trying to run cob command

Problem:

The following error might appear when running the cob command:

cob32: Can't open message file '/opt/microfocus/cobol/lang/default/cob.msg'

Even if your product is not installed in /opt/microfocus/cobol.

Resolution:

The problem is that the COBDIR environment variable is not set and the system cannot find the error message file to display a proper error message.