PL/I and Cobol are different languages. Although you can CALL PL/I programs from Cobol (and vice versa) if you put PL/I code in your Cobol program it will either not compile or, if it does compile it will be Cobol code.
Do you have any colleagues? Talk to one. Or more. Find some programs they have written. Copy them. Amend the logic to do your stuff. Etc.
Unless there is an interface between Oracle and the z/OS system, what you are asking will not be possible. If there IS an interface, then you will need to consult people AT YOUR SITE to access the documentation and find out how to use the interface. Such interfaces can be customized at each site, so what someone tells you to do based on what works at their site may very well do nothing -- or worse, break something -- at your site.