not necesarily, the line means that the foxpro is goin to open and run the program .prg, or the .app, or the .fxp or the .exe name cp in the current dir. if you have the prgs you can use the trace window together with the debug window to run the code step by step.
those windows are in the window menu I guess, i don't remember pretty well
.......
DO WHILE .T.
ME.Work()
ENDDO