All you need to start learning COBOL is a copy of either Murach's Structured COBOL or Stern, Stern, and Ley's COBOL for the 21st Century and GnuCOBOL on any Windows or Linux computer. GnuCOBOL is Free and Open Source Software so it doesn't cost anything to use or to deploy (no run-time fees).
VSCode/VSCodium Integrated Development Environment (IDE) software is also free. It has great COBOL editing features and can be configured to make compiling and running programs easy. Eclipse may also have support for COBOL.
Both of the books mentioned avove have been used in COBOL courses for years. It is also a great introduction to work through on your own. Following along and doing the exercises and you should easily gain skills and confidence.