Composite Key : 
A composite key is a combination of more than one column to identify a unique row in a table.
composite key can be a primary key .
PRIMARY KEY
The PRIMARY KEY constraint uniquely identifies each record in a database table.
so its all depend on your requirement 
in first design
Many to Many Table:
Using composite:
CountryID  Pkey
LanguageID Pkey
if you use this desing than CountryID  and LanguageID  is composite primary key.i.e here 
data of the table will be 
CountryId  LaguageID
  1           1 //valid
  1           2 //valid
  1           3 //valid
  1           1//not valid data as its form composite primary key
and in second design 
Using Unique Id:
AutoID Pkey
CountryID 
LanguageID 
AutoID  is become primary key so this will allow data lke thsi 
AutoId    CountryId  LaguageID
 1          1           1 //valid
 2          1           2 //valid
 3          1           3 //valid
 4          1           1 //valid as AutoID is primary key
 1          2           3 // invalid as AutoID is prinary key
hope this presentation help you to understand difference