What Microsoft SQL Server 2008 R2 features do you need to install to get OLEDB Provider Linked Table Connectivity?
The link below has the download you need:

Microsoft OLE DB Provider for Visual FoxPro 9.0


  The Visual FoxPro OLE DB Provider (VfpOleDB.dll) exposes OLE DB interfaces that you can use to access Visual FoxPro databases and tables from other programming languages and applications.