How to create index in query?

You wouldn't really create indexes as queries are run. This would have massive performance issues, particular if your table is large.

(an exception to this might be on #temp tables you've created in stored proceudre)

Your tables should be tuned with indexes so that queries will run effeciently against them.

As a general rule, every table should have a clustered index (http://www.sql-server-performance.com/2007/clustered-indexes/[^])

They should then have as many indexes as required so that queries run well, but record additions\deletions aren't adversely affected

Read up on SQL query tuning.

Take a look there[^] to know about Clustered and No-clustered design guidelines and its structure.
To remove index you can use DROP INDEX[^]
The DROP INDEX statement does not apply to indexes created by defining PRIMARY KEY or UNIQUE constraints. To remove the constraint and corresponding index, use ALTER TABLE with the DROP CONSTRAINT clause.
so Its better to read some guidelines for Disabling Index. take a look there-[Guidelines for Disabling Indexes and Constraints][^]