>I use VFP database and SQL Pass - Through.
>How to set data format on my database (month goes to date place)

The date data type is stored in the tables always in the same format regardless of date/time setings.

>How to execute database procedures

You cannot call VFP stored procedures through VFP ODBC driver because this functionality is not supported by the driver. As a workaround, you can create a table with a trigger and call stored procedure from that trigger. You can use fields in that table to pass parameters into stored procedures. If ADO is an option, check http://support.microsoft.com/default.aspx?scid=kb;en-us;299820

>How to make system DSN programmatically

You can use DSN-less connection.

lcDbc = "C:\mydir\maydbc.dbc"
lcConnStr = "DRIVER=Microsoft Visual FoxPro Driver; " + ;
			"Deleted=Yes; Null=Yes; Collate=Machine; " + ;
			"BackgroundFetch=No ; " + ;
			"Exclusive=No; " + ;
			"SourceType=DBC; " + ;
			"SourceDB=" + lcDbc

lnConn = SqlStringConnect(lcConnStr)
IF lnConn < 0
	=AERROR()
	* Process ODBC error
ENDIF