What you are thinking of are the Reverse Engineering and the Code Generation Wizards in VFP. They were designed to be used with Visual Modeler. My experience has been that they WILL work with Rational Rose as well though. One piece of advice that I learned the hard way:

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Don't try to install Rational Rose and Visual Modeler on the same machine.
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Visual modeler and Rational Rose share several settings in the registry or something. Regardless, if you install both, you're headed for trouble.

You can get the modeling wizards from:

http://msdn.microsoft.com/vfoxpro/downloads/updates.asp

Hope this helps.

Marty