1. A method at a client system for providing instructions to a mainframe system, the method comprising: receiving, by a client device of the client system, user inputs for a Job Control Language (JCL) template with an embedded Restructure Extended Executor (REXX) program that includes mainframe operating system commands to create a console to issue the mainframe operating system commands of the embedded REXX program to a mainframe operating system of the mainframe system and receive responses to the mainframe operating system commands, suppress unsolicited broadcast messages to the console to stop the unsolicited broadcast messages from being received by the embedded REXX program, issue the mainframe operating system commands of the embedded REXX program to the console, retrieve the responses to the mainframe operating system commands of the embedded REXX program issued from the console, deactivate the console in response to determining that the mainframe operating system commands of the embedded REXX program have all been issued, and delete a transient executable area into which the embedded REXX program was copied in response to writing the responses to a job output; constructing, by the client device inserting the user inputs into the embedded REXX program in the JCL template, a JCL job that includes the embedded REXX program in the JCL template to provide instructions to the mainframe operating system having console support for embedded REXX program, wherein embedded REXX program interacts with the mainframe operating system using the console that is accessible programmatically and does not have a component that is visible to the user of the client device, and wherein the JCL job allocates the transient executable area into which the embedded REXX program is copied and from which the embedded REXX program is run, and wherein no REXX code is pre-installed on the mainframe system since the embedded REXX program is included in the JCL job; sending, by the client device, the JCL job that includes the embedded REXX program to the mainframe system using a transfer protocol; and checking, by the client device, for the responses associated with the embedded REXX program received from the mainframe system when the JCL job that includes the embedded REXX program is executed from the transient executable area by the mainframe system, wherein the responses result from execution of the mainframe operating system commands included the embedded REXX program.