This issue comes from @lukebyrne and was originally opened here.

As of now:

1. You can set composite primary keys from the console while creating the table
2. You cannot set composite primary keys from the console once the table is already created (can be done via SQL)
3. You cannot set composite foreign keys from the console (can be done via SQL)
4. Relationships are not suggested based on composite primary keys (can be done by adding manual relationships) (Related issue)
5. Adding a manual relationship does not support multiple columns.

@praveenweb please point out if I have missed anything.