You can add a primary key-tag to a column using the Table.AddKey function.
Table.Distinct also adds a key, because it removes duplicates ie. Power Query can confirm that there are no duplicates.
I haven't tested it but I assume that when you label a column as a primary key, that it should have a performance boost for joins. It confirms that there's only one lookup value, so Power Query should stop looking after a match.
Lastly, you can use Table.Keys to check if your table has any keys. You CAN label foreign keys, but that seems mostly pointless.
00:50 Table.Distinct
01:08 Table.Keys
01:51 Table.Distinct on two columns
02:32 Table.AddKey
04:26 Adding a foreign key
05:31 Why add foreign keys
