Confusion...I call 'source' any file you can read, ASCII text. To me that's source. You compile the 'source' code to get object files (assembly language, that is). You then compile the object files with the result an application or 'executable' file.
I prefer to use 'cygwin', a free F77 compiler that you can put onto a PC. Tried some fancier programs, better GUI, hated them, so I went back to the basics.
For instance, my makefile is
.f:
g77 $< -static -lm -o $*
I use the command 'make xxx.f' to compile xxx.f into an object and creates an executable at the same time, xxx.exe
So back to the original question--I am going to assume that this IMSL library is someplace you can look at the folder. The file names are *.f or *.o or what?