You can also perform this action via SQL Server Management Studio.
Right click on your selected table -> Modify
Right click on the field you want to set as PK --> Set Primary Key
Under Column Properties set "Identity Specification" to Yes, then specify the starting value and increment value.
Then in the future if you want to be able to just script this kind of thing out you can right click on the table you just modified and select
"SCRIPT TABLE AS" --> CREATE TO
so that you can see for yourself the correct syntax to perform this action.