Alter table column for primary key and identity

You cannot alter the definition of an existing column in the database, to add the IDENTITY property (nor to remove it). You have to create a new column with the IDENTITY property:

ALTER TABLE MyTable ADD NewID int IDENTITY(1,1) not null

Unfortunately, you're not then able to assign the old ID values to this new column. If you want to assign the ID values, and then let IDENTITY take over, you'd be better off creating a new table with the structure you want, then importing data from the old table (you can use IDENTITY_INSERT to assign values to the IDENTITY column).

You would then drop the old table and rename the new table, if required.