I Have an doubt with unique, primary and foreign key?????

first, they all are constraints and the sole purpose of all of them is to maintain database integrity.

 1. Primary key:- By default clustered unique index means there can be only one PK, also this is the only reason you can not create another clustered index until you delete the primary key.

2. Foreign key:- to enforce referential integrity, so that if there is no department with ID=4 then you will not be allowed to enter DepId=4 in another table like an employee table. So it forces that the data must be present in the primary key table, here the primary key table is the department that acts as a foreign key for other tables like the employee table.

3. Unique key:- so that no duplicate entry will be allowed, but one null entry is possible, not more than one null entry.

If you follow the constraints then your database will always be in a consistent state.