  The properties of incommensurate antiferromagnetic (AFM) order in the
Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) state is studied by solving the
Bogoliubov-de-Gennes (BdG) equations. The relationship between the electronic
structure and the magnetic structure is clarified. We find that the magnetic
structure in the AFM-FFLO state includes three cases. (I) In the strongly
localized case, the AFM staggered moment is confined into the FFLO nodal planes
where the superconducting order parameter vanishes. (II) In the weakly
localized case, the AFM staggered moment appears in the whole spatial region,
and its magnitude is enhanced around the FFLO nodal planes. (III) In the
extended case, the AFM staggered moment is nearly homogeneous and slightly
suppressed in the vicinity of FFLO nodal planes. The structure of Bragg peaks
in the momentum resolved structure factor is studied in each case. We discuss
the possibility of AFM-FFLO state in the heavy fermion superconductor CeCoIn_5
by comparing these results with the neutron scattering data. Experimentally the
magnetic structure and its dependence on the magnetic field orientation in the
high field superconducting phase of CeCoIn_5 are consistent with the case (II).
