You only need to worry about the DBF file.
As noted in Microsoft's online documentation, Visual FoxPro's DBF, FPT, and CDX files are "Table", "Table Memo", and "Compound Index", respectively.
The DBF is the "core" file, containing the description of the fields as well as the information about each record and the actual data for most data types. For FoxPro's memo-style data types, the information for each record is written onto the equivalent FPT file instead of the DBF itself.
The CDX is a record of the FoxPro indexes, and rather that containing data just contains compiled and ordered pointers to which records match which indexed expressions.
You could purhcase a copy of Visual FoxPro 9, as it seems to work on Windows 8 albeit with some quirks. However, if you only want the data and do not have an exist VFP license, you are better off using the free OLE provider DRapp mentioned in his answer, and sending your data to a more modern format.