Index design is part of a database design, and it requires a lot of environmental information. If you're interested to read some basics regarding database design (including a small section related to index design), you might have a look at developerworks "best practice" pages:http://www.ibm.com/developerworks/wikis ... ase+Design
IBM also offers documentation, online and class courses on various levels, etc. etc.
You should find DBAs or database designers in your shop that help you design indexes (and other parts of a database). There might also be tools available in your shop to explain the SQL statements your application performs most often/frequently/heavily, and this information then could be used to discuss with the DBAs and influence the design.