The MLWorks foreign interface library (FI, for short) is is not built in to the MLWorks interactive environment, but is provided as a set of source and separately compiled files. See the installation notes for your version of MLWorks for details of their location.
The MLWorks foreign interface library provides facilities for interfacing ML applications to code written in C. The design accommodates other languages, and we may add support for them in future.
See Chapter 7, "The MLWorks Foreign Interface Library" for more details.