MySQL unique and primary keys serve to identify rows. There can be only one Primary key in a table but one or more unique keys. Key is just index.
for more details you can check http://www.geeksww.com/tutorials/database_management_systems/mysql/tips_and_tricks/mysql_primary_key_vs_unique_key_constraints.php
to convert mysql to mssql try this and see http://gathadams.com/2008/02/07/convert-mysql-to-ms-sql-server/