This explains it better than I could!
The primary key of a relational table uniquely identifies each record in the table. It can either be a normal attribute that is guaranteed to be unique (such as Social Security Number in a table with no more than one record per person) or it can be generated by the DBMS (such as a globally unique identifier, or GUID, in Microsoft SQL Server). Primary keys may consist of a single attribute or multiple attributes in combination.
http://databases.about.com/cs/administration/g/primarykey.htmOnly Tables have primary keys, not other objects.
More Info
http://en.wikipedia.org/wiki/Unique_keyGary