SQL Server 2019

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CREATE TABLE [dbo].[departament](
    [DEP_CODE] [int] NOT NULL,
    [DEP] [varchar](max) NULL,
PRIMARY KEY CLUSTERED 
(
    [DEP_CODE] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
CREATE TABLE [dbo].[operation](
    [OPER_CODE] [int] NOT NULL,
    [OPER_NAME] [varchar](max) NULL,
PRIMARY KEY CLUSTERED 
(
    [OPER_CODE] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
CREATE TABLE [dbo].[fact](
    [id] [int] NOT NULL,
    [KOATUU] [bigint] NOT NULL,
    [OPER_CODE] [int] NOT NULL,
    [D_REG] [varchar](max) NULL,
    [DEP_CODE] [int] NOT NULL,
    [BRAND] [varchar](max) NULL,
    [MODEL] [varchar](max) NULL,
    [MAKE_YEAR] [bigint] NULL,
    [COLOR] [varchar](max) NULL,
    [KIND] [varchar](max) NULL,
    [BODY] [varchar](max) NULL,
    [PURPOSE] [varchar](max) NULL,
    [FUEL] [varchar](max) NULL,
    [CAPACITY] [float] NULL,
    [OWN_WEIGHT] [varchar](max) NULL,
    [TOTAL_WEIGHT] [varchar](max) NULL,
    [N_REG_NEW] [varchar](max) NULL,
PRIMARY KEY CLUSTERED 
(
    [id] ASC,
    [KOATUU] ASC,
    [OPER_CODE] ASC,
    [DEP_CODE] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]

ALTER TABLE [dbo].[fact]  WITH CHECK ADD FOREIGN KEY([DEP_CODE])
REFERENCES [dbo].[departament] ([DEP_CODE])

ALTER TABLE [dbo].[fact]  WITH CHECK ADD FOREIGN KEY([OPER_CODE])
REFERENCES [dbo].[operation] ([OPER_CODE])
CREATE TABLE [dbo].[dimension2](
    [administrativeTeritorialUnit] [varchar](max) NULL,
    [nameAdministrativeTeritorialUnit] [varchar](max) NULL,
    [KOATUU] [bigint] NOT NULL,
    [nameMedicalInstitution] [varchar](max) NULL,
    [nameObject] [varchar](max) NULL,
    [typeInstitution] [varchar](max) NULL,
    [locality] [varchar](max) NULL,
    [nameLocality] [varchar](255) NOT NULL,
PRIMARY KEY CLUSTERED 
(
    [KOATUU] ASC,
    [nameLocality] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
CREATE TABLE [dbo].[dimension3](
    [id] [int] NOT NULL,
    [OBL_NAME] [varchar](max) NULL,
    [STREET_NAME] [varchar](max) NULL,
    [type] [varchar](max) NULL,
    [nameLocality] [varchar](255) NOT NULL,
PRIMARY KEY CLUSTERED 
(
    [id] ASC,
    [nameLocality] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
ALTER TABLE fact ALTER COLUMN id int not null
ALTER TABLE fact ALTER COLUMN KOATUU bigint not null
ALTER TABLE fact ALTER COLUMN OPER_CODE int not null
ALTER TABLE fact ALTER COLUMN DEP_CODE int not null
ALTER TABLE departament ALTER COLUMN DEP_CODE int not null
ALTER TABLE operation ALTER COLUMN OPER_CODE int not null
/* already exists
ALTER TABLE fact ADD PRIMARY KEY (id,KOATUU,OPER_CODE,DEP_CODE) 
ALTER TABLE departament ADD PRIMARY KEY (DEP_CODE)
ALTER TABLE operation ADD PRIMARY KEY (OPER_CODE) */
ALTER TABLE fact ADD FOREIGN KEY (DEP_CODE) REFERENCES departament(DEP_CODE)
ALTER TABLE fact ADD FOREIGN KEY (OPER_CODE) REFERENCES operation(OPER_CODE)
ALTER TABLE dimension2 ALTER COLUMN KOATUU bigint not null
ALTER TABLE dimension2 ALTER COLUMN nameLocality varchar(255) not null
ALTER TABLE dimension3 ALTER COLUMN nameLocality varchar(255) not null
/* already exists
ALTER TABLE dimension2 ADD PRIMARY KEY (KOATUU,nameLocality) */
ALTER TABLE dimension3 ALTER COLUMN id int not null
/* already exists
ALTER TABLE dimension3 ADD PRIMARY KEY (id,nameLocality) */
ALTER TABLE fact ADD FOREIGN KEY (KOATUU) REFERENCES dimension2(KOATUU)
Msg 1776 Level 16 State 0 Line 21
There are no primary or candidate keys in the referenced table 'dimension2' that match the referencing column list in the foreign key 'FK__fact__KOATUU__300424B4'.
Msg 1750 Level 16 State 1 Line 21
Could not create constraint or index. See previous errors.

ALTER TABLE dimension3 ADD FOREIGN KEY (nameLocality) REFERENCES dimension2(nameLocality)
Msg 1776 Level 16 State 0 Line 1
There are no primary or candidate keys in the referenced table 'dimension2' that match the referencing column list in the foreign key 'FK__dimension__nameL__30F848ED'.
Msg 1750 Level 16 State 1 Line 1
Could not create constraint or index. See previous errors.