Yes you would make both tables primary key Auto Incretment. I am not quite sure why the optionsID foreign key is not working. Did you manage to resolve it?
MRT refers to Manage Relational Table. This is a webassist server behaviour that heps create database relationships in dreamweaver. I have not used it before and I am trying to find out more about it. You do not really need to worry too much about that for your scenario.
Once this is resolved the next step will be to figure out whether you want a company index record created every time a new company is added or do you want to manually assign a created company record to the company index?