When using IDz (formerly IBM RDz SDK), here is how you make the cobol code recognized by adding an extension of .cbl so the pds member is recognized in the editor.
First off connect to the mainframe. Next, right click the PDS member under my datasets. You will see an extension area and make sure this has .cbl entered there. This will then change color on your cobol code showing that its now being recognized as a cobol member. All the working storage variables, reserved words, etc will all change colors once the cbl extension is entered for this.