You'll not get 0 unless you set connection to Asynchronous. See SPT cursor fetching and progress displaying for SPT cursor downloading FAQ #8150, for example.
The SQLEXEC() will return multiple cursors when a stored procedure that returns multiple result sets is called or when you execute multiple select statements in one call to SQLEXEC().

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>This is from the VFP doc on SQLEXEC():
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>Returns: Numeric data type.
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>SQLEXEC( ) returns the number of result sets if there is more than one. SQLEXEC( ) returns 0 if it is still executing and returns 1 when it has finished executing. SQLEXEC( ) returns –1 if a connection level error occurs.
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>Okay... so I know how to handle it if I get a 1 or a -1, but two things baffle me.
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>The most important is: what do I do if I get a zero returned. This means the connection is busy. I'm taking this as meaning I have a large result set that hasn't finished coming through, right? I have given this command:
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>ln_success = SQLEXEC(This.SQLConn, lcExe, lc_file)
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>In the above example, the "lcExe" is the call to the parameterized view and "lc_file" is the file name I want it returned into. Do I go into a loop waiting for the file to appear? Or is this telling me to abandon hope of getting a result set?
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>A last side question: the doc says SQLEXEC() "returns the number of result sets if there is more than one". Huh? How does one have more than one result set?
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>Thanks in advance for your time and experience!