in entity framework code first, how to use KeyAttribute on multiple columns

You can specify the column order in the attributes, for instance:

public class MyEntity
{
    [Key, Column(Order=0)]
    public int MyFirstKeyProperty { get; set; }

    [Key, Column(Order=1)]
    public int MySecondKeyProperty { get; set; }

    [Key, Column(Order=2)]
    public string MyThirdKeyProperty { get; set; }

    // other properties
}

If you are using the Find method of a DbSet you must take this order for the key parameters into account.