Before executing create index, turn on select into:
sp_dboption,'select into', true
The simplest form of create index is:
create index index_name on table_name (column_name)
To create an index on the au_id column of the authors table, execute:
create index au_id_ind on authors(au_id)
The index name must conform to the rules for identifiers. The column and table name specify the column you want indexed and the table that contains it.
You cannot create indexes on columns with bit, text, or image datatypes.
You must be the owner of a table to create or drop an index. The owner of a table can create or drop an index at any time, whether or not there is data in the table. Indexes can be created on tables in another database by qualifying the table name.