Depending on what back end you are connecting to, but here are some basics.

Go into control panel and open up the 32bit-ODBC program.

Click on Add to add a new "Data Source" by selecting from any available drivers that will be listed... Ex: SQL Server

Assign it a data source name.... This is what will be referenced within VFP. Ex: MyRemoteData1. You may put a description and also identify the SQL Server machine you will be getting the data from.

Now your connection name is defined. Go to VFP and open a database container and modify. Right mouse to "Connections..." and click on New.

When the screen comes up, select the data source name from the combo box to the left. This should include what was just added from previous steps. You may also be required for userid and password.

Save the connection and assign it any name ex: "SQLConnection1"

Now, right mouse in the database and select "New Remote View"
Select the connection name just created. VFP should then automatically query for available tables to choose from and you will be in the standard "query builder" screen...

Setup the selection tables, fields, filters, etc.

When you save the "view", it will work just as if you wanted to use a table

use MyView1
browse

This should put you on the right path to get started.