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Can the primary key, foreign key and relationship between them be set up in C++/Java program and not directly in the database? If yes, please explain to me as much as possible.

While this should be possible, it is neither adviseable nor desirable.
This is job of the DB, not the app. The app could easily be bypassed, and then data integrity will be shot.
You might have a look at Codd’s rule #10. For example here: ———————–

…which might be the case when I read your other thread on 1:1 relations. ———————–