You are generally no longer required to take special action when you link an Enterprise PL/I object module under CICS with the exception that for a routine that is to be FETCHed, you must code the linkage editor ENTRY statement so that it nominates the actual entry point.
PDSEs are supported by CICS Transaction Server 1.3 or later. Please refer to the CICS Transaction Server for OS/390 Release Guide, GC34-5701, where there are several references to PDSEs, and a list of prerequisite APAR fixes.