IS Primary Key Always Better ?

Question

I created a table 'Employee' .In this table colums  are Id,Name,Age,Department

.I set Primary Key for Id Column...

When Primary key setting,Creating Clustered Index Defualtly..

When Insert millions Of record,s,Each insertion ,table is sorting with the order of index

,,This will make slow,,,?

Iam Confusing With Clusterd Idexing ,NonClustered Indexing  and Primary Key

Any can Help me With Suitable Examples(With Videos)?????