Made a foreign key, but this relationship is not shown in SQL preview

Apology if this is too basic, but I'm really new to everything and struggling.

So I know how to make a foreign key 

: When there are 2 entities, A and B, you draw a reference from A to B and voila,

the primary keys of A are shown in the B entity boxes as foreign keys, with some names like "A_id".

But when I actually check the SQL preview of B, I don't see any such information as that this data is coming from A.

Am I missing something? How can I make a SQL code like below show up?

PRIMARY KEY (sid, cid), FOREIGN KEY (sid) REFERENCES Students