At the level of the E/R diagram (upper case = abstract level), the will-be foreign keys are represented by the relationships themselves.
It's only when you go down to lower case ( = table implementation level) that those relationships are materialized by columns and foreign keys on the tables.
Therefore, if you want your foreign keys to appear as attributes somewhere, go for lower case - ie: use the Design Editor and build some Server Model Diagrams.
HTH - Didier