Creating a PostgreSQL SERIAL column using pgAdmin3
This is not a pgAdmin feature but that of PostgreSQL.  If you check your table from an other client (eg. psql) you will see the exact same column definition.  Why is it so?


  The data types serial and bigserial are not true types, but merely a
  notational convenience for creating unique identifier columns (similar
  to the AUTO_INCREMENT property supported by some other databases). In
  the current implementation, specifying:

CREATE TABLE tablename (
    colname SERIAL
);

  
  is equivalent to specifying:

CREATE SEQUENCE tablename_colname_seq;
CREATE TABLE tablename (
    colname integer NOT NULL DEFAULT nextval('tablename_colname_seq')
);
ALTER SEQUENCE tablename_colname_seq OWNED BY tablename.colname;



It is always useful to consult the documentation.