To access other database from .NET, you will need to use OLEDB database connectivity. ADO.NET provides OLEDB API to connect to many different databases easily.
I have searched one MSDN resource for you regarding Accessing Visual FoxPro Data in Visual Studio .NET, please refer the link: http://msdn.microsoft.com/en-us/library/aa977092(VS.71).aspx
Now once you received the data from database into dataset, you can do binding on gridview control using the code something like:
MyGridView.DataSource = myDataSet
For more details regarding binding gridview, please refer another MSDN source: http://msdn.microsoft.com/en-us/library/fkx0cy6d.aspx