We can make foreign keys very easily using SQL. But is there any way to declare foreign key using DDS?
As IamLam pointed out, DDS doesn't directly support constraints in the source; you have to use ADDPFCST after the fact.
I'm assuming you don't have a change management system. In that case, you could do one of two things
Switch to SQL DDL - there's basically no difference between an SQL created table and DDS created file. IBM actually provides a utility to generate SQL DDL for an object regardless of rather or not it was created with DDS or DDL in the first place.
Use a pre-compiler for your DDS. One open source one I've heard about is Alan Campin's COMPILE
http://think400.dk/downloads.htm
Actually you could use either of the above with a CMS also, but if you had a CMS you probably wouldn't be asking the question as it should take care of creating the constraint when the file is changed.