The SQL command ALTER TABLE documentation from 4D lists many clauses, as shown here:

ALTER TABLE sql_name
    {ADD column_definition |
    DROP sql_name |
    ADD primary_key_definition |
    DROP PRIMARY KEY |
    ADD foreign_key_definition |
    DROP CONSTRAINT sql_name |
    SET SCHEMA sql_name}

What is important to note in this definition is the "|" character. The definition could be restated as:

ALTER TABLE sql_name
    {ADD column_definition            OR
    DROP sql_name                     OR
    ADD primary_key_definition        OR
    DROP PRIMARY KEY                  OR
    ADD foreign_key_definition        OR
    DROP CONSTRAINT sql_name          OR
    [(ENABLE| DISABLE) STAMP]         OR
    [(ENABLE| DISABLE) REPLICATE]     OR
    SET SCHEMA sql_name}

Any time you need to alter a table you can call ALTER TABLE as many times as necessary within a Begin SQL / End SQL but with only one clause at a time. In the above example the "OR" operators show that only one of those alterations (add or drop a column, add or drop a primary key, etc) can be done per call to ALTER TABLE.

In the following example there are two tables that need to be altered to create a many-to-one releationship. Though it could all be done within one Begin SQL / End SQL statement, it has been broken into two for clarity. Order is important because the PRIMARY KEY must exist before it can be referenced in a FOREIGN KEY definition.

Also note that the example shows two ways to designate a PRIMARY KEY. In the first example it is not given a name, where in the second it is. Having a constraint name is necessary if the constraint is going to be addressed in a later use of ALTER TABLE, where a name will be necessary for specific addressing.