Checking this box causes the wizard to prompt you to choose primary keys that aren't defined in the database's schema information. If your database doesn't define them, the wizard later prompts you to choose primary keys.
If you don't check the "Use custom enterprise objects" box, the wizard maps all your database tables to EOGenericRecord. If you do check this box, the wizard maps all your database tables to custom classes. The wizard assumes that each entity is to be represented by a custom class with the same name. For example, a table named MOVIE has an entity named Movie, whose corresponding custom class is also named Movie.
Use a custom enterprise object class only when you need to add business logic; otherwise use EOGenericRecord. The Movies application uses EOGenericRecord for the Movie entity and custom classes for the Talent and MovieRole entities. Later on, you'll use EOModeler to specify the custom classes.