Step 1: Setup a system DSN. In this case, we will be using a database file. I named the DSN VFPDBC, and set it to a dbc file called TestDatabase.dbc which contained a table called TestContainedTable. Create DSN using the Microsoft VFP Driver for .dbf files (there are different drivers listed in the available dropdown).
Step 2: Create the Linked Server in SQL Server Enterprise Manager using the Microsoft OLE DB Provider for ODBC Drivers. In this case, I named the Linked Server VFPDBC.
Step 3: the syntax in query analyzer to access the table in this case was : VFPDBC.TestDatabase..TestContainedTable
That's it.