>>I create application ( or EXE ) In Visual FoxPro with many classes. Any objects in appliction create dynamicly, by need. VCX files include in application, but then I call CREATEOBJECT or AddObject , I see error message : VCX file not found ! How I cat use class libraries, alredy included In my Application ?
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>>Related question : How I can use pictures , included in My Application ( for exampe, for change drag/drop cursors ) ?
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>Command SET CLASSLIB TO will be helpful especially if you have several librarires.

should be .OCX files -- they need to be registered and (should be) added to your project...