example:
CREATE TABLE xyz (col1 SERIAL, col2 INT);
CREATE UNIQUE INDEX xyz_pk ON xyz(col1,col2);
ALTER TABLE xyz ADD CONSTRAINT (PRIMARY KEY (col1,col2) CONSTRAINT xyz_pk);
ALTER TABLE xyz ADD CONSTRAINT (FOREIGN KEY (col2) REFERENCES other_table CONSTRAINT xyz_fk1);
The value of the foreign key must (in this case) exist in the primary key constraint of table other_table.