Index keys need to be differentiated from logical keys. Logical keys are part of the database design, defining the relationships between tables: primary keys, foreign keys, and common keys.
When you optimize your queries by creating indexes, the logical keys may or may not be used as the physical keys for creating indexes. You can create indexes on columns that are not logical keys, and you may have logical keys that are not used as index keys.
Choose index keys for performance reasons. Create indexes on columns that support the joins, search arguments, and ordering requirements in queries.
A common error is to create the clustered index for a table on the primary key, even though it is never used for range queries or ordering result sets.