In the design view, you can select the columns that should compose the Primary Key and hit the Primary Key button on the main toolbar or Select Edit | Primary Key.
If you want to create a multiple column index you can create a query like the following.
Create Unique Index IxEmpName
On Employees (LastName, FirstName, MidName)
This will create a Unique index on the table composed of three columns. Terry L. Broadbent
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