That's really a question for them. I directly ask applicants if they're going to continue with other commitments while they're working for me. If they say yes, that's a big red flag, and I usually don't hire them. I have made that mistake in the past, and too often it results in an employee who ends up spending some portion of their time taking care of their old clients during time they ought to be devoting to your company.
That said, I really like hiring people who have been in business for themselves, because they tend to be the most measured and dedicated employees, because they're grateful that they're not the ones responsible for drumming up business anymore. So if you can find someone who has a plan for handing off their current clients to someone else—and you believe they're going to do it—then that person may be a very good hire.
Definitely ask what their motivations are for getting out of their current gig, no matter whether they're self-employed or working at another company. I have found that it gives me a great deal of insight into the applicant's nature to learn how they treat the people they're leaving.