Can a Primary Key be multiple columns in SQL Server 2005 / 2008 ?

>Can a Primary Key be multiple columns ?
Yes,  

>how it will be stored and ordered - using leaf nodes / pointers to leaf nodes ?
it is not an one word answer, i would recommend you read " Inside SQL "

Surely, it can be multiple columns key. The key value is composed from column values and behaves like single column key. The index and table data are at two different places and index leafs contain pointers to original data.

The clustered vs. nonclustered difference is in necessity of "duplicate sorting" when you create clustered index - index keys are organized in the tree as obvious (the first sorting) and original data are physically sorted by index key values (the second sorting). Thus the time necessary for updates of columns included in clustered index is obviously much longer than time necessary for other columns.

pcelba,
    I typed that meaning this one only. Thanks for explaining to the asker.

>> will return thr rows in the sequence of the key

Without ORDER BY the order of rows returned by a query is undefined. It's quite possible that they will not be returned in the order of the clustered index. In some cases it's very likely that they won't match the clustered index order. The only way to be sure is to specify ORDER BY.

Yep, agree, that is why I also said : " You must really use the ORDER BY to ensure correct sequence."

However, in a single partition, then the default return sequence will be data page sequence and with a clustered index, with data held on leaf nodes, well...

However (and again), one should really use the ORDER BY if there is a specific sequence required.

Using the My_abc as an example, and inserting rows out of sequence, then the select will return the rows as expected (again, it must not be relied upon)...

create table My_abc (a int, b int, c int, d varchar(100), CONSTRAINT PK_My_abc PRIMARY KEY CLUSTERED (a,b,c))

insert My_abc values (1,1,1,'first c')
insert My_abc values (1,2,1,'second b')
insert My_abc values (2,1,1,'second a')
insert My_abc values (1,1,2,'Second c')
insert My_abc values (1,2,2,'Second b and c')

select * from my_abc

>>  in a single partition, then the default return sequence will be data page sequence and with a clustered index, with data held on leaf nodes

Unless the optimiser chooses to use a covering nonclustered index scan instead. Or it performs an unordered (allocation order) scan of the clustered index. Or an "advanced" scan. Or...

*laughing* OK... Enough said... Should have known better  (but the optimizer would need some additional predicates to choose alternatives :) ) :)

>> the optimizer would need some additional predicates to choose alternatives

Not necessarily...

CREATE TABLE tbl (x INT PRIMARY KEY CLUSTERED, z CHAR(1) UNIQUE);

INSERT INTO tbl VALUES (1,'Z');
INSERT INTO tbl VALUES (2,'Y');
INSERT INTO tbl VALUES (3,'X');
INSERT INTO tbl VALUES (4,'W');

SELECT * FROM tbl;

Result:

x           z
----------- ----
4           W
3           X
2           Y
1           Z

I knew I shouldnt have said anything else :)

But (gosh, cannot believe I am doing this) adding the unique constraint is adding another index and will do an index scan...