There are two distinctly different types of Data objects in Foxpro.
You most likely are viewing FREE Data Tables (DBF, CDX, IDX, FPT files) which are not contained within a "Database".
Alternatively Foxpro may have a Database (a DBC file) which can contain Data tables and those can be 'held' in a Related condition.
However, Foxpro data tables are typically not related at all until needed by the application at which time they are dynamically related based on an Index Expression.
Indexes are built on the Data Tables using some Expression (example: Fld1 + Fld2 or Account_ID, etc.) that works to meet the needs of the application.
These Indexes may be 'activated' when needed for any given Data table which has had an Index created.
Related tables have a Parent / Child relationship where the Child table has activated an Index and the Parent relates to that Child by values from its own fields which match the Child Index Expression.
How you utilize the data after it is moved to a SQL Server depends on what you are using for your application.
If you are still using Foxpro for the application, you can query the SQL Server and get records back into a memory cursor (it works pretty much like a data table) and if you get back multiple SQL Server query cursors, you can then create an Index (using an Expression) and Relate the tables as needed.
If you are changing the application to some other language (such as maybe VB.net or C++) then you will have to create your own 'relations' via the SQL Query syntax itself.
Keep in mind that moving the Data tables is not too big a deal.
But changing the application language is a BIG Deal and even how you approach any individual task will have to be handled differently.
Think of it like translating a book from English to Chinese - EvERYTHING HAS TO CHANGE.
If you are uncertain and/or don't have a copy of Foxpro and the application's Source code, you had better consider finding a Consultant to either do the work for you or, at the very least, assist/advise you.
Also, keep in mind that if the project is BUSINESS CRITICAL, then you shouldn't try to skimp on the conversion costs.
Good Luck