If you can't get the wizard to work, you'd have to write your own code, using linked servers or OPENROWSET. If you are new to SQL Server, linked servers and OPENROWSET are about the last thing you want to have to figure out.
Once upon a time long long ago, I wrote drivers in Foxpro that read data from and wrote data to SQL Server tables. This would have been SQL Server 7.0, and I was probably using OLE DB. If SQL can't talk to Foxpro (which wouldn't surprise me), you may need to get Foxpro to talk to SQL.
Failing that, dumping from Foxpro to some form of text delimited file and then importing them will work, though it'd take more effort.