You invoke Natural. As it is initializing, a set of parameters (NatParms, for short) is read to customize the session. These NatParms are set up by your Natural Administrator.
The WORK and PRINT parameters define how many work files and print files will be available to your session. Each file defined will require a memory allocation. Some administrators limit the number of files to reduce Natural’s memory requirements. In one shop, I was limited to 3 work files in my Natural programs.
In your Natural code you refer to work and print files by number, 1 - 32 and 0 - 31, respectively. Natural translates these numbers to CMWKFnn and CMPRTnn, which match the DDNAMEs in your JCL. In your JCL you specify the external file name for the appropriate DDNAME.
SYSFILE will display how many work and print files are available to Natural. It does not let you define more files. It does not let you specify external file names. There is little need for you to use SYSFILE.