But understand that
The program you are calling should be in the same PDS where the main program exists.
1) If you are running online the subprogram should be present in any one the PDS Concatenated with SYSPROC and SYSEXEC.
2) If you are running in batch the subprogram should be present in any one the PDS Concatenated with SYSPROC and SYSEXEC given in your Batch JCL