You can store Foxpro tables together inside a single Foxpro database file (.dbc), or you can store each table in its own separate .dbf file.
See SQL Anywhere 11.0.1 > SQL Anywhere Server - SQL Usage > Remote Data and Bulk Operations > Server classes for remote data access > ODBC-based server classes > Server class odbc > Microsoft FoxPro (Microsoft 3.51.171300).