はい、できます。
例:
CREATE TABLE table
(
user_id int,
track_id int,
primary key (user_id, track_id),
foreign key (user_id) references table1(table1Column),
foreign key(track_id) references table2(table2Column)
)
複合主キー;
FOREIGN KEY ('column1','column2','column3')
REFERENCES table1('column1','column2','column3') ;