Association defined between entity classes will be transformed into reference keys or reference tables. Associations with Value type classes as target or source will be ignored.
One-to-one - one foreign key will be generated with the same direction as the association. The primary key of parent table will also migrate into child table as its foreign key.
The generated foreign key has the same direction as the association direction. If the association is bidirectional (can navigate in two ways), foreign keys with both directions will be generated since PowerDesigner does not know which table is the parent table. You need to delete one manually.
One-to-many association - just one foreign key will be generated for each one-to-many association, whatever its direction (bidirectional or unidirectional). The reference key navigates from the table generated from the entity class on multiple-valued side to the table generated from the entity class on single-valued side.
One-to-many composition - PowerDesigner can generate a primary key of a parent table as part of the primary key of the child table if you define the association as composition with the class on single-valued side containing the class on multiple-valued side:
Many-to-many - each many-to-many association will be transformed into one middle table and two reference keys that navigate from the middle table to the tables generated from the two entity classes.
For most O/R Mapping frameworks, one unidirectional one-to-many association (see One-to-Many Association Mapping Strategy) will usually be mapped to a middle table and two references navigating from the middle table to the tables mapped by the two entity classes.