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As far as a primary key, it really just depends on your database structure. If you make your databases in a NORMALIZED fashion, then autonumbers have their place, however, I cannot proscribe a suggestion on your primary key w/o knowing your whole structure.
However, if you are asking "what is a primary key", then that's easy. A primary key (1 or more columns) is a value that the database will enforce uniqueness. The RDBMS will not permit you to put duplicate values in the specified column(s). Should you use Primary keys? Yes. Should you use indexs? Yes.
My suggestion would be to find some SQL tutorials and read up on the finer points of the language before constructing your database and application. If you save you a lot of time in rebuilding later.
As far as the capitalization in SQL, I am as lax as can be, other languages are strict and I don't have a problem conforming, however, I've never found a reason (readability, functionality, ect) to even try to change my mind. Whatever the fingers hit is what my command looks like...
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