You have missed something!
It is in “manage indexes” from table menu or in the context menu of a table.
I don't recall exactly what PhpAdmin does, but if it offers you to create a “unique field” it is terminology mismatch. The right way to express it is that you build a unique index with one column/field.
It looks like below
For some strange reason it is common to speak of “Primary Key” and “Unique index” …