Foxpro had an embedded db engine and so SQL commands could be used directly in the language for fetching data, which made it fantastic for CRUD database apps, which is what nearly all applications were back in those days. The 'tables' we're just dos files that could sit on a network drive to make the application multi-user. I think there was some limitation with the SQL, e.g. no outer joins, but it was still very handy.
MS continued to support foxpro somewhat into the .net era but then it fell to the wayside. When Linq arrived for c# it made me smile because it harks back to FoxPros embedded SQL, although of course Linq represents a _lot_ more than just embedded queries.