yes the way that SQL server does it is you use a numeric datatype usually int then you set it as an Identity.
an exapmle of how to do this is shown in the following create table statement.
CREATE TABLE [dbo].[CityAirport] (
[CityID] [int] NULL ,
[CommercialAirportID] [nvarchar] (4) COLLATE SQL_Latin1_General_CP1_CI_AS NULL ,
[CityAirportID] [int] IDENTITY (1, 1) NOT NULL
) ON [PRIMARY]
City AirportID is the autonumbering field. The (1,1) after IDENTITY indicates the the first number should be 1 and that the field should increment by 1 each time.