>I used the VFP setup wizard.
I have used the VFP setup wizard too. See my comments here
http://fox.wikis.com/wc.dll?Wiki~InstallShieldWithVFP~VFP

> Is the source code included in the .exe file?

Who's source code, and what .exe file?

You do not have to include your source code in the resulting setup.exe if thats what you mean.