public class Student
{
    public int ID { get; set; }

    public string NAME { get; set; }

    public Course Course { get; set; }
}

public class Course
{
    public int ID { get; set; }

    public string Name { get; set; }
}

|   ID    |   Course   |
------------------------
|   1     |   Math     |
-----------------------
|   2     |   Physics  |
-----------------------

var student = new Student
{
   Name = "ABC",
   Course = new Course { ID = 1, Name = "Math"}
}

context.Students.add(student);
context.SaveChanges()

context.Entry(student).State = EntityState.Added;