You don't have DB2 Express, you have DB2 Express-C (two different products). However, this is not the cause of your problem.
To access mainframe DB2, you need DB2 Connect for it to work.
You could download a copy of DB2 ESE "try and buy" edition, which gives you 90 days trail for DB2 and also 90 days trial for DB2 Connnect included with that. In previous versions of DB2 (such as version 8) DB2 ESE included free DB2 Connect, but now you only get 90 days free trial on DB2 Connect even if you permenantly license the DB2 ESE server license.