If using PDM, take option 3 = Work with members, your file will be QCMDSRC, your library will be MYLIB, Press Enter. Press F6= Create new source member, the source member will be MESSAGE, the type will be CMD, Press Enter. You should have a blank source member. Enter CMD and Press F3 to Exit and Press Enter to confirm creating the source member.
Page up or down until you find your member MESSAGE. Enter 14 to compile and press F4. You should see MESSAGE as your command, MYLIB as your Library, MESSAGE as the program to process your command (This is your CL program), and Enter MYLIB for the library where the CLP exists. Press Enter and your command should be created.
Hope this helps,