Hopefully, this from the VFP help file will help if you are using Microsoft Visual Studio:

"To connect to a Visual FoxPro database or table through the Visual FoxPro OLE DB Provider
1. Open Visual Studio.

2. From the View menu, select Server Explorer.

3. In the Server Explorer pane, right-click Data Connections, and click Add Connection.

4. In the Data Link Properties dialog box, click the Provider tab.

5. Select Microsoft OLE DB Provider for Visual FoxPro.

The Connection tab in the Data Link Properties dialog box appears. "