Just add it.
If you're talking about setting an existing field (or fields) to the primary
key, highlight the field(s) and click on the Key icon to create the primary
key.
If you're talking about adding an Autonumber field, it will automatically
populate with sequential values, so you can set it to be the primary key as
above.
Anything else, you could have some problems, since null fields can't be part
of a primary key. You'll have to add the field(s) to the table, then
populate it/them before you can set the primary key.