The Demonstration Certificate Authority (CA) is delivered as part of a Micro Focus Security Pack. The installer for it is within the Visual COBOL installation directory.
You can use the demonstration CA software to generate certificates and test your secure communications setup before using certificates issued by a trusted CA. The demonstration CA software is based on the OpenSSL software.
You can familiarize yourself with the setup without the need to obtain certificates from a trusted CA. The online help includes a tutorial that describes the process of using the DemoCA to secure your system.