Работает:

Public Function VFPConnect(ByVal Database As String) As Connection
Dim Conn As New Connection
Dim R As New Recordset
On Error GoTo Err

' Database - абсолютный путь к файлу

Conn.CursorLocation = adUseClient

Conn.Open "DRIVER=Microsoft Visual FoxPro Driver;Exclusive=No;" & _
"SourceType=DBF; SourceDB=" & Database

Set VFPConnect = Conn

GoTo Quit
Err:
Err.Raise 1, , "Не могу подключиться к базе VFP:" & _
Database
'ErrBox
Resume Quit
Quit:

End Function