Here's the procedure: 

Create a table with no primary key defined. 
Create clustered index on the primary key columns. 
Alter the table to define the primary key.

Table creation: 

 create table CDSWEB.Anil (officeid integer not null,
 empid integer not null,
 age integer ,sex varchar(5),
 name varchar(20));

Index creation: 
 create index CDSWEB.AN001 on CDSWEB.Anil(officeid,empid)
 CLUSTER;

Primary key defined: 
 
alter table CDSWEB.ANIL
add primary key (officeid,empid);

You can also do this.

create table Test
(officeid integer not null,
 empid integer not null,
 age integer ,
 sex varchar(5),
 name varchar(20),
PRIMARY KEY (OFFICEID, EMPID))


this will also create composite primary key and cluster 
index on composite primary key.