In SQL Server (and other databases) you can have composite primary key (e.g. more than one column can be a primary key). You would use CONSTRAINT keyword, e.g. for example:
CREATE TABLE [dbo].[Depositor]
(
cust_no int NOT NULL,
account_no int NOT NULL,
CONSTRAINT [PK_Depositor]
PRIMARY KEY CLUSTERED ([cust_no], [account_no])
WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON
, ALLOW_PAGE_LOCKS = ON, FILLFACTOR = 80
) ON [PRIMARY]
) ON [PRIMARY];
Foreign key constraints are normally created using the following syntax:
ALTER TABLE [dbo].[Depositor] WITH CHECK
ADD
CONSTRAINT [FK_Depositor_Cust_No]
FOREIGN KEY ([cust_no])
REFERENCES [dbo].[Customer] ([cust_no]);