How do I create a foreign key in SQL Server?

You can also name your foreign key constraint by using:

CONSTRAINT your_name_here FOREIGN KEY (question_exam_id) REFERENCES EXAMS (exam_id)

And if you just want to create the constraint on its own, you can use ALTER TABLE

alter table MyTable
add constraint MyTable_MyColumn_FK FOREIGN KEY ( MyColumn ) references MyOtherTable(PKColumn)

I wouldn't recommend the syntax mentioned by Sara Chipps for inline creation, just because I would rather name my own constraints.

create table question_bank
(
    question_id uniqueidentifier primary key,
    question_exam_id uniqueidentifier not null,
    question_text varchar(1024) not null,
    question_point_value decimal,
    constraint fk_questionbank_exams foreign key (question_exam_id) references exams (exam_id)
);