Para que te compile sin errores, te falta un punto al final de un parrafo. (linea 64)
Código COBOL:
IDENTIFICATION DIVISION.
PROGRAM-ID. PHNADD01.
ENVIRONMENT DIVISION.
INPUT-OUTPUT SECTION.
FILE-CONTROL.
SELECT PHONE-FILE
ASSIGN TO "PHONE.DAT"
ORGANIZATION IS SEQUENTIAL.
DATA DIVISION.
FILE SECTION.
FD PHONE-FILE
LABEL RECORDS ARE STANDARD.
01 PHONE-RECORD.
05 PHONE-LAST-NAME PIC X(20).
05 PHONE-FIRST-NAME PIC X(20).
05 PHONE-NUMBER PIC X(15).
WORKING-STORAGE SECTION.
01 PROMPT-1 PIC X(9) VALUE "Last Name".
01 PROMPT-2 PIC X(10) VALUE "First Name".
01 PROMPT-3 PIC X(6) VALUE "Number".
01 YES-NO PIC X.
01 ENTRY-OK PIC X.
PROCEDURE DIVISION.
PROGRAM-BEGIN.
PERFORM OPENING-PROCEDURE.
MOVE "Y" TO YES-NO.
PERFORM ADD-RECORD UNTIL YES-NO = "N".
PERFORM CLOSING-PROCEDURE.
PROGRAM-DONE.
STOP RUN.
OPENING-PROCEDURE.
OPEN EXTEND PHONE-FILE.
CLOSING-PROCEDURE.
CLOSE PHONE-FILE.
ADD-RECORD.
MOVE "N" TO ENTRY-OK.
PERFORM GET-FIELDS UNTIL ENTRY-OK = "Y".
PERFORM ADD-THIS-RECORD.
PERFORM GO-AGAIN.
GET-FIELDS.
MOVE SPACE TO PHONE-RECORD.
DISPLAY PROMPT-1 " ? ".
ACCEPT PHONE-LAST-NAME.
DISPLAY PROMPT-2 " ? ".
ACCEPT PHONE-FIRST-NAME.
DISPLAY PROMPT-3 " ? ".
ACCEPT PHONE-NUMBER.
PERFORM VALIDATE-FIELDS.
VALIDATE-FIELDS.
MOVE "Y" TO ENTRY-OK.
IF PHONE-LAST-NAME = SPACE
MOVE "N" TO ENTRY-OK
*********** aqui te faltaba el punto
END-IF.
ADD-THIS-RECORD.
WRITE PHONE-RECORD.
GO-AGAIN.
DISPLAY "GO AGAIN?".
ACCEPT YES-NO.
IF YES-NO = "y"
MOVE "Y" TO YES-NO
END-IF.
IF YES-NO NOT = "Y"
MOVE "N" TO YES-NO
END-IF.