Look up identity in Books online. Here's a sample create table with an identity field as one of the columns.
CREATE TABLE [dbo].[CityLocation] (
[City] [varchar] (50) COLLATE SQL_Latin1_General_CP1_CI_AS NULL ,
[State] [char] (2) COLLATE SQL_Latin1_General_CP1_CI_AS NULL ,
[Latitude] [decimal](10, 3) NULL ,
[Longitude] [decimal](10, 3) NULL ,
[CityLatLonID] [int] IDENTITY (1, 1) NOT NULL ,
[InfoType] [char] (2) COLLATE SQL_Latin1_General_CP1_CI_AS NULL
) ON [PRIMARY]
GO