How to create foreign key automatically?

I am writing to seek help, in regards creating foreign key automatically, when I insert data into my ''price'' table.  I have 2 tables, one called prices and names.  the relationship between them, if that one name can have many prices and one price
can have many names (many-to-many). Hence, i have junction table called  "Name_Prices", as shown below in the sample database schema:
Names
name_id [pk]
name
type
UploadDate
Prices
Price_id [pk]
name_id [fk]
price
uploadDate
Name_Prices
name_id REFERENCE names (name_id)
price_id REFERENCE prices (price_id)
PRIMARY KEY (name_id, price_id)
The  price's data input comes in as CSV file everyday. (please see the example below) :
name name_type price UploadDate
ALBA MBS 93.5 17/10/2014
ALESC Trup 58 17/10/2014
ALESC Trup 52 17/10/2014
My desire goal/output is to be able to create a functionality, where I can insert the price's data into the database (''prices''), it will automatically insert foreign key in the price
table (from the names table), and if there is a new price's name, then the database will create a new name id for it, in the name's table, transferring the name, its type, from the CSV input data. 
In order to achieve this task, where would I start implementing this logic?(in SQL server or application-side) what steps does this involve and is this task achievable, all in sql server side (i.e. store procedure, functions etc..). 
Apology in advance, if the question is not clear to understand, i happy to follow up with further questions, if required.  
Any help would be very appreciated. Many thanks

As noted above, I modified the design:
Products
Product_id [pk]
Product
type
UploadDate
Prices
Price_id [pk]
price
uploadDate
Product_Prices
Product_id REFERENCE Products (Product_id)
price_id REFERENCE prices (price_id)
PRIMARY KEY (Product_id, price_id)
Note
Kalman Toth Database & OLAP Architect
SQL Server 2014 Database Design
New Book / Kindle: Beginner Database Design & SQL Programming Using Microsoft SQL Server 2014

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