Creating Tables in Microsoft SQL Server

Next, highlight the column(s) that you've selected for your table's primary key. Then click the key icon in the taskbar to set the primary key. If you have a multivalued primary key, use the CTRL key to highlight multiple rows before clicking the key icon.

Once you've done this, the primary key column(s) will have a key symbol, as shown in the image above.

If you need assistance, you might want to read the article Selecting a Primary Key.