In your POCO class mark each column that needs to be unique as Key. As in:
public MyPocoClass {
[Key, Column(Order = 0)]
public int Id { get; set; }
[Key, Column(Order = 1)]
public int Col2name { get; set; }
[Key, Column(Order = 2)]
public int Col3name { get; set; }
}
Setting the Column order is useful so that your primary key columns are all displayed together in the sql db.
If the columns are Foreign keys to other Entity Framework code first classes then simply name the property as tablename_tableId and EF will do the rest. I.e
public anotherClass {
public int Id { get; set; }
public int MyPocoClass_Id { get; set; } //this is a foreign key
}