Ptharso,
sorry, I am not familiar with the FoxPro DB but if it is based on SQL ANSI like MSSQL, then it should follow the same steps.
As far as the Cockpit vs Web IDE
The Cockpit is the entry point where you will see tools, and parts of what makes up the dev environment. There several cockpits in HCP such as the IOT cockpit, the HANA cockpit, etc.
the Web IDE (integrated development environment) is the section of the cockpit where you can create your package / project / development objects (html, javascript, xml, stored procedures, graphical views, tables, etc)
hope this helps. for other answers, please create another question