The query below lists tables and their primary key (PK) constraint names. By browsing the list, you can spot which tables have and which don't have primary keys.
See also: tables without primary keys.
Query
select schema_name(tab.schema_id) as [schema_name],
    tab.[name] as table_name,
    pk.[name] as pk_name,
    substring(column_names, 1, len(column_names)-1) as [columns]
from sys.tables as tab
    left outer join sys.indexes as pk
        on tab.object_id = pk.object_id
        and pk.is_primary_key = 1
    cross apply (select col.[name] + ', '
                from sys.index_columns as ic
                inner join sys.columns as col
                    on ic.object_id = col.object_id
                    and ic.column_id = col.column_id
                where ic.object_id = tab.object_id
                    and ic.index_id = pk.index_id
                order by col.column_id
                    for xml path ('') ) D (column_names)
order by schema_name(tab.schema_id),
    tab.[name]
Columns
- schema_name - name of the schema
- table_name - name of the table
- pk_name - primary key constraint name
- columns - list of PK columns separated by ','
Rows
- One row: represents one table in a database
- Scope of rows: all tables in a database
- Ordered by schema, table name
Sample results
You can see what the names of PK constraints are for each table and which tables don't have PKs at all.

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                                                             Rene Castro
                                                                        Rene Castro
                                 Azure SQL Database
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