Primary Key vs Foreign Key

What is the difference between a primary key and a foreign key?

Use this example to explain your answer:

customers (customer_id, name, city)
orders    (order_id, customer_id, order_date, amount)

What to cover

1. Which column in each table is the primary key, and which is the foreign key
2. The rules each key enforces (uniqueness, NULLs, how many per table)
3. How the foreign key protects data integrity between the two tables
4. What happens if you try to delete a customer who still has orders

There is no query to submit. Answer in your own words.