From the foxpro 2.6 help:

SET FORMAT Command

See Also

Opens a format file.

Syntax

SET FORMAT TO
[ | ?]

Remarks

SET FORMAT is included for backward compatibility with FoxPro version 1.0 and FoxBASE+. Use a multiple window READ instead.
SET FORMAT opens a format file for use with APPEND, BROWSE, INSERT and READ.
Format files can contain initialization code before the @ ... SAY commands. Cleanup code can follow the @ ... SAY commands. The initialization code is executed
immediately after APPEND, CHANGE, EDIT, INSERT or READ is issued. The cleanup code is executed immediately after APPEND, CHANGE, EDIT, INSERT or
READ are finished executing.

Clause

| ?

Specify the format file to open with . SET FORMAT TO ? displays a list of available format files. Format files have an .FMT or .PRX extension.
Issue SET FORMAT TO without to close a format file in the current work area.