Kok Kiet has some really good instructions and FoxPro actions to integrate FoxPro into FinalBuilder:
http://weblogs.foxite.com/kkchan/archive/2007/08/28/4763.aspx
Also, Rick Borup wrote a great article in the Advisor Guide to Microsoft Visual Foxpro in the July 2007 edition - Automate Your Builds (you need to be a subscriber to read it though):
"FinalBuilder is a powerful tool for automating your build-and-release process. While not specific to any particular software development tool, its wide range of integration with third-party products makes it useful to almost every software developer inclding Visual FoxPro developers. If you're still doing your software builds by hand, you really owe it to yourself to consider automation"