Firstly, make sure you understand the way a foreign key is created in an Entity Relationship Diagram.
To make a foreign key part of the primary key (or the whole primary key) in an entity, you must make the dependent entity a weak entity and create a weak relationship from the strong entity.
Consider the scenario where an employee may or may not have a spouse. Clearly the employee, may be single and therefore not have a spouse at all. Likewise, as far as the company is concerned, a spouse cannot exist in the database if there is no corresponding employee. Such a scenario may have a conceptual model as follows:
Notice that we have made the Spouse a weak entity to show that a database record can only exist if the corresponding dominant record in the Employee table exists. To show that the Spouse is dependent upon the Employee entity, we have created a weak relationship between Employee and Spouse.
In our conceptual model, we have create a primary key in the Employee table, called EmpID. Spouse has no primary key in the conceptual model:
In the Data Structure Diagram (DSD) logical model, generated by Database Design Studio, you will notice that the EmpID primary key in the Employee object has implicity become the primary key in the Spouse object:
Notice the DSD properties of the Spouse object include the EmpID foreign key as the primary key:
Note: The above example uses a single column, but the same principle applies to any combination of weak entites and weak relationships.
See also: Foreign Keys