I edited your question to reflect your clarifications shown above. The new question is "how do I create a composite key in PhpMyAdmin?" (A composite key is when two columns make up a primary key. You asked "how do I make both Event ID and Band ID a unique key combination?")
To do this in PhpMyAdmin, go into the structure of the table, and select both columns at once. Then click the "key" icon below it, as shown: