Jeff,
VFP3 and 5 have a builtin Controls[] collection, VFP5 added Objects[] as a name for ActiveX compatablity. But these aren't like VB control arrays if that's what you are talking about. Maybe if you explain a little more what you are trying to accomplish we can help better.
>How does one go about constructing control arrays in the Form Builder? I've only been able to "roll my own" by building up the arrays at runtime.