>Is it in any way possible to create a .dll or .ocx from foxpro with contains visual components? e.g. buttons, forms, checkboxes etc?

No; we can create OLE Automation components, but not ActiveX controls. In-proces (.DLL) servers written in VFP canot have any UI at all. While in theory you might have an out-of-process (.EXE) server with a UI, it is strongly discouraged, and if present, the UI would not integrate into the calling application's event loop, since it runs as a separate process.

VB or VC++ both can create ActiveX controls.