From the help file:
" Operating system:
Developing applications with Visual FoxPro 8.0 is supported only on Microsoft Windows 2000 Service Pack 2 or later, and Windows XP.
You can create and distribute
run-time applications for Windows 98, Windows Me, Windows 2000 Service Pack 2 or later, and Windows XP. "
I suspect a documentation oversight since it doesn't mention Windows NT.