Every class generated by Add service reference tool should be partial. So create your own partial part for each entity and add public Id property of type int . EF should automatically recognize this property as a key due to naming convention.
This solution will allow you inserting new entities but it will not work for updates or deletes because in such case you need to know value of Id property.
Code first is an option for the Entity Framework to take some POCO classes that you written and generate a database structure for you.
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