As is the case with any CALL, if your remotely CALLed program encounters an exception, the program terminates unless you use the "on exception" phrase. You could then use the C$CALLERR routine to find out what went wrong. If an ERR-CODE of "25" is returned, it means that the AcuConnect server is not running.
For more information on the "on exception" phrase or C$CALLERR library routine, refer to the ACUCOBOL-GT User's Guide.