Can you please clarify what you are trying to do?
Although Net Express has an add-on .NET module that allows you to create managed code applications in Visual Studio 2008, it is quite outdated when compared to the Visual COBOL product which supports Visual Studio 2015 and the latest .NET Framework versions.
Are you using the .NET add-on in Net Express or are you trying to call this from a native unmanaged COBOL application in Net Express?