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

Concur. OCX files shouldn't be included in project files. Actually when we use registered OCX in Form Designer VFP establishes reference to OCX and includes it automatically into Distribution Package.