Clustered and Non-Clustered Index in SQL Server

Question

SIR, I NEED YOUR HELP IN THE FOLLOWING:-

Is Clustered Index instead for Primary Key?

will work same as Pk?

Is Non-Clustered Index instead for Foreign Key?

PLEASE TAKE A LOOK TO THE FOLLOWING SQL QUERY:-

CREATE CLUSTERED INDEX LIB_ID ON tbl_Library(LibraryId);
  SET STATISTICS IO ON
  SELECT * from tbl_Library where LibraryId=2
  RETURN


WHAT THE ADVANTAGE OF USING THIS INSTEAD OF USING:

SET STATISTICS IO ON
  SELECT * from tbl_Library where LibraryId=2
  RETURN
 
Please tell me what are the advantages of using these Index in SQL Query?