John,

>As I know, not every VFP command supported in VFP OLE-DB. Any resources that we can refer to what commands are supported?

Here is the VFP 8 version of unsupported commands in OLE-DB driver:

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dv_foxhelp/html/dglrfunsupportedvisualfoxprocommandsfunctions.asp