Normally, you create all indexes on a table at the time the table itself is created with "Create Table". "Add Index" allows you to add indexes to the existing tables.
To add an index to your table, choose the "Alter" option from the "Select" list. Select "Add" from the "Alter" list, then select "Index" from the next list. Enter a name for the index in the "Index Name" textbox. Select the column that you want to index, from the "Column Name" list. Select the order in which you want to index from the "Column Order" drop-down menu. Click the "Build SQL Query" button and after reviewing the SQL Query click on the "Run SQL Query" to complete the operation. The result of operation will appear at the bottom of the page.