You need to cd to your apps directory and run startcb when doing development only. This will point you to your application start directory and set all the necessary pathing for the framework classes and tables.
When distributing to end users, you only need the application (your .exe), any necessary support files (vfp500.dll, config.fpw, etc.) and the data for the user.
In the latest mm developers guide, see page 212 for necessary framework tables for distribution. Also you should check out Chapter 25 (page 613) of the VFP 5.0 developers guide for VFP requirements.