Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide

Specifying executable output type

You can use the linker to produce executable modules (.EXE) and dynamic link libraries (.DLL). The linker produces .EXE files by default.

Use options to specify what kind of output you want:

Rational Developer for System z
PL/I for Windows, Version 8.0, Programming Guide