Int (Identity) ?

In the supplied Northwind sample, I see that in the complete diagram, the PK fields are shown as Int (Identity). However, I do not see, inside Data Modeler, how to apply this definition. Or was this a result of reverse engineering a DB in which the Int (Identity) was already created?

"Int (Identity)" is just another data type like "Int". You can set a field data type to "Int (Identity)". 

I see. My real interest is Firebird, and I did not realize that was a type in SQL Server.

Yes, in this case the "Int (Identity)" data type will be mapped to a regular Int in Firebird, and you will have to create/manage the generators. They are two different databases with different features, unfortunately, and if you want to use auto-generated fields, then you will have to deal with it. If you use Aurelius, then it will manage automatically for you  ;)