>Can someone explain to me, how the tables are connecting (primary key with wath, indexes and others) in some database?

Boban,
In its simple form a primary key connects to any other key expression (foreign key). Primary key constitutes the '1' side and foreign key 'many' side. If you connect 2 primary keys than it'd be 1-to-1.
Keep in mind that these are 'persistent' definitions for database and you're never limited to those connections. ie: customer.cust_id (PK) connects to orders.cust_id (FK). Here parent is customer and orders is child. However at times (such as reporting) you might well reverse the relation from orders to customer (not persistent).
If you dont need persistent relations (Referential integrity control) than you might never create them. But IMHO if nothing else they visually help you to see relations between tables in a DBC.
Cetin