A primary key is the unique identifier for each row in a table. No two rows can share the same primary key, and it never points at nothing. That guarantee is what makes reliable relationships between tables possible.
Think of a customer number, an order ID, or an employee ID. Instead of matching records by name, which people duplicate and misspell all the time, the database matches them by primary key, which is guaranteed to be unique and stable.
Primary keys are the anchor points of a relational database. When one table references another, say an order pointing back to the customer who placed it, it does so by storing that customer's primary key. That is what keeps the data connected and consistent without ever copying it around.