He has set up as foundation but with a slight difference: there are two, one in the US, and one the UK, with the same name, in order to make the most benefit from the tax-breaks that apply to charities. I currently give from the UK to the Center for Inquiry in the US, it would be nice to give to a UK based organization and know they were getting more from my money.
Mission statement/video is here:
http://richarddawkins.net/mainPage.php?bodyPage=ourMission.php