The auditing entity is asking for an ERD, or Entity Relationship Diagram. In database modeling terms, an ERD represents a Conceptual Model (this is the highest level in a three-level 'schema architecture', followed by a Logical Model and lastly by a Physical Model). Sql Server and other RDBMS's have a "Relationship" feature which can reverse engineer the database into its Physical database model, but this can usually suffice as both the Logical Model and the conceptual ERD. At the Concept Model level, "Entities" represent the database tables and "Attributes" represent columns in a Logical Model. ERDs allow naming the tables and columns with friendly names (e.g., "Last Name" instead of "LName", "Customer" instead of "tblCUST", etc.). The best database modeling tool, in my professional opinion, is Embarcadero's ER/Studio. Better (and less expensive) than ER/Win.
You should probably send the auditors your Sql Server Relationship Diagram: that should suffice.