First, I don't recognize a .CFX extension under foxpro, and that goes back to 1987 to the days of FoxBase+. By Googling it, it appears to be either some media format, Casio Algebra FX, Cold Fusion, or some other.
However, when Foxpro is compiled, it does compile into an EXE. The other DLLs may just be other 3rd party library utilities unless they are the run-time libraries for VFP such as VFP9R.dll, VFP9t.dll, VFP9RENU.dll (or VFP8 or VFP7 or similar).
The .DBF and .FPT are the database files and corresponding "memo" file content. Memo fields are typically free-form notes that can be associated with records when unknown or unlimited lenghts are expected.
As for the source code, there should be some project file, and possibly class, forms, and prgs including files with extensions of
.PRG -- programs
.SCX / .SCT -- forms
.VCX / .VCT -- visual class libraries
.PJX / .PJT -- main project file
.MNX / .MNT -- menus.
There is also a DE-compiler out there called Re-Fox, and I think the latest is Re-Fox 10 which will do a full decompile of an exe into its respective forms, classes and prgs and such... Good luck