Hsieh,
If you use statementTrace=YES in VSECICS, then it does generated the DISPLAY statements into the genned COBOL. I assume this output goes either to SYSOUT in the CICS job. In z/OS, it goes to the CEEMSG (for LE) DD statement, so if there is equivalent in CICS for z/VSE, then you might want to look there also.
Mark
markevans