Natural keys are keys that can be used to identify entities in the domain. They must exist in the source system. For example: customer code, order number, etc.
In our datawarehouse we create a new key, called a surrogate key. This key is usually an incrementing integer.
A natural key can be primuary or foreign. For example the table Customer has the following columns:
customer_id : surrogate key
customer_code : primary natural key
country_code : foreign natural key
The primary natural key can be used for historization.