gda_column_set_primary_key() only positionned a boolean to TRUE. If what you need is to set a boolean and then later test that boolean, you can use the g_object_set/get_data() as a replacement.
If you are talking about gda_column_get_primary_key(), to obtain information about a table's column, then you can have a look at the example at
http://library.gnome.org/devel/libgda/3.99/howto-meta1.html
You can also have a look at the set_column_properties_from_select_stmt() function in the gda-data-select.c which determines some attributes for the columns of a data model resulting of the execution of a SELECT statement.
Regards,
Vivien