The object decks required by MQSeries for VSE/ESA applications are held in the install sublibrary PRD2.MQSERIES (this is its default name). Reference the sublibrary in a LIBDEF statement in the compile JCL:
// LIBDEF SEARCH=(PRD2.MQSERIES,PRD2.SCEECICS,PRD2.SCEEBASE)
The WebSphere MQ object code is autolinked into the application.