I have found most of the pieces of code, but I do not see howthe contained objects are created. (I was expecting to find a form .Init().)
Open the Class Browser in VFP from the top menu.
Hit the 'Open' icon on the toolbar.
In the open dialog change the file type to 'Form' and open your SCX.
On the Class Browser toolbar hit the 'View Class Code' button (beside the binoculars). This will open up a .PRG with the code that would programmatically create the form.