It cannot be done with SqlExec. It should be possible with ODBC API. Re: ODBCs SQLRowCount() - How to use? Thread #810276 Message #811151 may give you some directions.
You can also explore SQL-DMO server object ExecuteWithResultsAndMessages2 method.

>I'm having problem retrieving SQL Server PRINT and other messages to my front-end Visual FoxPro application.
>For example, SQL commands like BACKUP DATABASE running in the back-end produce a progress statistic by printing the percent completed, however, that doesn't come in the form of a result set, but as a printed message.
>(in my case, I'm trying to have a progress bar indicating the backup progress in the front-end GUI).
>
>In the VFP help I only found one way and that is via the AERROR() function, however, that one would return only the error messages and not the non-error messages.