You can't define foreign key in Progress db because it knows nothing about foreign keys, referential integrity etc.
Relations between tables you should implement "manually"
First you should create index that contains foreign key fields (relations can work without it, but it'll be faster with index).
If you have table Orders that can be CustomerID field.
Then you can say something like:
FOR EACH Order WHERE Order.CustomerID = 123 USE-INDEX xCust:
/*CODE*/
END.
Or if you find the customer first:
FIND FIRST Customer WHERE Customer.CustomerID = 123 NO-LOCK NO-ERROR.
/* assuming that customer was found... */
FOR EACH Order OF Customer USE-INDEX xCust:
/*CODE*/
END.