1) Make a modeless form with WindowType=0 and ShowWindow=2.
2) Start your main prg with _SCREEN.VISIBLE=.F. at the beginning.
3) Later in prg call your form by

DO FORM AnyForm
READ EVENTS

4) To exit form put CLEAR EVENTS into Form.Unload method.

As a result you will see your form on a desktop without any VFP screen. If necessary, you may call _SCREEN.VISIBLE=.T.in your code to show screen again.