WPF in Visual Cobol

You can add a Page item to a standard COBOL WPF project, remove the Window1.xaml item, and then edit the app.xaml to point to your Page1.xaml (or whatever you called it). This takes you part of the way there. However, you won't get the .xbap file which enables deployment via a web browser.

To get the .xbap file, inside visual studio, right-click your project file and click Unload project. Then right-click and edit project. You need to add these properties to the first <PropertyGroup>:

<StartAction>URL</StartAction>
<HostInBrowser>true</HostInBrowser>
<BootstrapperEnabled>false</BootstrapperEnabled>
<TargetZone>Internet</TargetZone>
<StartupObject>Main</StartupObject>
<GenerateManifests>true</GenerateManifests>
<SignManifests>True</SignManifests>

I also removed the <Publish> property although I don't know for sure whether that is necessary.

Now when you build, you will get an .xbap file which will download and run your application inside IE. However, the minimal research I've done doesn't tell me whether you will hit problems as soon as the COBOL runtime is required by your application - you may need to add explicit references to it in your project, and of course there is licensing on the target machine to consider. Let us know if this is of any help though, and what it is you want to achieve.