How to make primary and foreign key of different data types

In a table, you can in fact set any column as its primary key. So it could be integer, double, string, etc. Even though nowadays, we mostly use either integers or, more recently, strings as primary key in a table.

Since the foreign key is pointing to another table's primary key, this is why you need to specify the foreign key's datatype. And it obviously needs to be the same datatype.

EDIT:

SQL implementations are lax on this case as we can see: they do allow compatible types (INT and BIG INT, Float or DECIMAL and DOUBLE) but at your own risk. Just as we can see in your example, below.

However, SQL norms do specify that both datatypes must be the same. If datatype is character, they must have the same length, otherwise, if it is integer, they must have the same size and must both be signed or both unsigned.