PowerCOBOL is one of the few good COBOL development suites for Windows. It comes with a COBOL85 compiler, a GUI designer, a report designer, some utilities, and lots of documents. Newer versions are known as NetCOBOL.
Version 3.0 is freely available from Fujitsu website, but do not come with documentation and the "enterprise tools". Tested with the FULL Enterprise bundle.