How do I add a auto_increment primary key in SQL Server database?

It can be done in a single command. You need to set the IDENTITY property for “auto number”:

ALTER TABLE MyTable ADD mytableID int NOT NULL IDENTITY (1,1) PRIMARY KEY

More precisely, to set a named table level constraint:

ALTER TABLE MyTable
   ADD MytableID int NOT NULL IDENTITY (1,1),
   CONSTRAINT PK_MyTable PRIMARY KEY CLUSTERED (MyTableID)

See ALTER TABLE and IDENTITY on MSDN

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