Yes, it's definitely possible to use a compound primary key in SQL server.
PK
, on the other hand, is what's called a surrogate key: A key field which is not strictly necessary, but which provides easy access to a row.
More importantly, a surrogate key never changes: client_id
and time
(the natural key), have some business meaning, and, thus, might need to be modified, which can be a hassle when other tables reference them as a foreign key.
The Wikipedia article on Surrogate Key provides a lot of information on the pros and cons of both approaches.