A 'Primary Key' is a unique identifier for each record in a table, ensuring that no two rows have the same value in this column. This uniqueness is crucial for quickly locating individual records and maintaining data integrity. While a 'Foreign Key' is used to link two tables together, and a 'Composite Key' combines multiple columns to create a unique identifier, the primary key's main role is to provide a unique ID for each row in its own table. 'Indexes' are used to improve search performance but are not unique identifiers for records.