First, there is two types of database:
1. Internal Database/ System Interface
2. External Database
When u mean the first one, the FK is defined when u give a column with data type "Identifier" to other entity. So, u do not need to go to Entity Diagrams to make a relationship. The underlying database has inferred the FK from the data types.
For the second case as the database is external, the FK is already defined by ourselves in the DBMS, not by Outsystems. However, we can still make developer's life easier, by setting the data type, say in the database is long integer, to be a type of an identifier. This information will be useful when OS generates/scaffolding a screen, to say a few.
Thanks