Normally when I create tables with foreign keys, I'll specify the foreign key as part of the column definition. Keeps everything in one place.

eg
CREATE TABLE Stations (
    StationID INT IDENTITY PRIMARY KEY,
    StarSystemID INT FOREIGN KEY REFERENCES dbo.StarSystems (StarSystemID) NOT NULL,
    OfficialName VARCHAR(50) NOT NULL,
    CommonName VARCHAR(50),
    Planet TINYINT NOT NULL,
    Location VARCHAR(15) NOT NULL
);