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. When using .dbf files, be sure the file name is filled into the location string; otherwise the directory that SQL Anywhere was started in is used.

CREATE TABLE fox1 (a int, b char(20))
AT 'foxpro;d:\pcdb;;fox1';

This statement creates a file named d:\pcdb\fox1.dbf when you choose the Free Table Directory option in the ODBC Driver Manager.