It seems you want to add the missing column, an index, and also add a foreign key constraint. AFAIK there isn't one single command to do all this all in one go. I would do this in smaller steps :)
Also, note that if the Games Table already has data in it, you will not be able to add a NOT NULL
column to it without also setting a default.
Here's one way to do this, viz by adding the missing column as NULL
able, setting data, and then changing it to NOT NULL
:
(I'm also assuming MySql)
ALTER TABLE GamesTbl ADD Console varchar(30) NULL;
ALTER TABLE GamesTbl ADD FOREIGN KEY(Console) references ConsolesTbl(ConsoleName) ON DELETE CASCADE ON UPDATE CASCADE;
CREATE INDEX IX1_GamesConsole ON GamesTbl(Console);
UPDATE GamesTbl SET Console = 'Playstation';
ALTER TABLE GamesTbl CHANGE COLUMN Console Console varchar(30) NOT NULL;