Index best performance tuning
Should I create a primary key on Customer_id and mentioned also the
  foreign key in this way it creates automatically a clustered index, or
  should I just declare it as a foreign key and then I create a cluster
  unique index on Customer_id.


The physical indexes (clustered and unique) will be identical in both cases so it makes no difference from a performance perspective whether the index also supports the primary key constraint.  I would personally use a clustered primary key index since relational tables should have a primary key and add the foreign key too.