When you create a table, you can set which column(s) are indexed. Just put the columns you want to index in the last param of
For example, this code will index the column
MB_Custom_Table_API::create( 'my_custom_table', array( 'address' => 'TEXT NOT NULL', 'phone' => 'TEXT NOT NULL', 'email' => 'VARCHAR(20) NOT NULL', ), array( 'email' ) );
See the docs for more info.
If you want to do that manually with raw SQL, you can do that via a tool like phpMyAdmin.