Micro Focus provides compatibility to Enterprise COBOL if you use the directive DIALECT"ENTCOBOL". Since you say you are having the problem moving from MF COBOL under Unix to Visual COBOL under Windows there shouldn't be any compatibility issue as you are not moving from the mainframe.
Are you using the same set of directives in Visual COBOL as you were previously?
To which product are you referring when you say Micro Focus COBOL (Unix), Server Express?
What is the actual or error that you are encountering?
Thanks