CREATE [UNIQUE] INDEX index_name [USING {BTREE | HASH}] ON table_name (column_name [length] [ASC | DESC], ...);
An example:
CREATE INDEX table_1_index ON table_1 (a,b);
This would create an index on table_t named table_1_index that converged columns a and b.
Fast index creation (where a storage engine can create or drop indexes without copying and rebuilding the contents of the entire table) is not implemented yet for Drizzle, but it is slated for the future.