Are you talking about a DataTable? Although a DataTable column cannot have multiple values, a Primary Key can be created from multiple columns.
Sub Main()
Dim dt As New DataTable()
dt.Columns.Add("KEY1")
dt.Columns.Add("KEY2")
dt.Columns.Add("Item")
dt.PrimaryKey = New DataColumn() {dt.Columns("KEY1"), dt.Columns("KEY2")}
dt.Rows.Add("1", "1", "A")
dt.Rows.Add("1", "2", "B")
dt.Rows.Add("1", "1", "C") ' System.Data.ConstraintException
End Sub