主键和索引概念

或者更具体地说 here

注意主键约束创建 上已存在聚集索引 不支持表和非聚集索引

这应该能排除一些空气。

--creating a table without any primary key
CREATE table understanding_indexes
 (P_Id int,
 LastName varchar(255),
 FirstName varchar(255),
 Address varchar(255),
 City varchar(255)
 )
 --
 --checking for indexes
 sp_helpindex understanding_indexes

 The object 'understanding_indexes' does not have any indexes, or you do not have permissions.

--ADDING A NOT NULL CONSTRAINT
ALTER TABLE UNDERSTANDING_INDEXES 
ALTER COLUMN P_Id INTEGER
NOT NULL

--ADDING A PRIMARY KEY Constraint, can only be done on column which are not null.
ALTER TABLE UNDERSTANDING_INDEXES
ADD PRIMARY KEY (P_Id)

sp_helpindex understanding_indexes

输出

PK__understa__A3420A5702084FDA  clustered, unique, primary key located on PRIMARY  P_Id

此图位于SQL Server 2008 R2上。