Both primary key and unique enforce uniqueness of the column on which they are defined.
But by default primary key creates a clustered index on the column, where are unique creates a nonclustered index by default. Another major difference is that, primary key doesn't allow NULLs, but unique key allows one NULL only.
A candidate key is one that can identify each row of a table uniquely. Generally a candidate key becomes the primary key of the table. If the table has more than one candidate key, one of them will become the primary key, and the rest are called alternate keys.
A key formed by combining at least two or more columns is called composite key.
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