Olá Bruno!

Segue um exemplo de como criar uma Primary Key com dois campos no SQL SERVER.

CREATE TABLE employees
( last_name VARCHAR(50) NOT NULL,
  first_name VARCHAR(50) NOT NULL,
  salary MONEY,
  CONSTRAINT employees_pk PRIMARY KEY (last_name, first_name)
);

Segue um exemplo com o uso de dois campos para a foreign key no SQL SERVER.

CREATE TABLE products
( product_name VARCHAR(50) NOT NULL,
  location VARCHAR(50) NOT NULL,
  category VARCHAR(25)
  CONSTRAINT products_pk PRIMARY KEY (product_name, location)
);

CREATE TABLE inventory
( inventory_id INT PRIMARY KEY,
  product_name VARCHAR(50) NOT NULL,
  location VARCHAR(50) NOT NULL,
  quantity INT,
  min_level INT,
  max_level INT,
  CONSTRAINT fk_inv_product
    FOREIGN KEY (product_name, location)
    REFERENCES products (product_name, location)
);