Composite Key for Gizmo Tracking

I'm trying to setup a many to many relationship between an gizmo table and a owner table.

• A owner can have many gizmos


• And a gizmo can have many owners

When I have a linking table do I set the gizmoID and ownerID as a composite key and then set the foreign keys on the gizmo table to Identity Auto-Increment by 1 and the same on the owner table or do I set composite key to identity auto-increment.

I am working on sql server 2014 Express and fairly new to this and trying to wrap my head around this.

Thanks for the help in advance.