In the VFP help it says:
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Application (.app) file 10K to 15K smaller than an .exe file.
User must own a copy of Visual FoxPro.

Executable (.exe) file Application includes the Visual FoxPro loader so users don’t need to own Visual FoxPro. You must provide the two support files Vfp6r.dll and Vfp6renu.dll (EN denotes the English version). These files must be placed in the same directory as the executable file or along the MS-DOS path. See BUILD EXE for more information about creating
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>What's the difference between an app and an exe?
>
>>>When I make my project a program, can I continue to work on the project just as I always did, then update the program file? How does this work?
>>
>>What do you mean by "make my project a program"?
>>
>>If you create an EXE or and APP, you can always go back into the project and change files then build the EXE again.