The indexes in Virtual DataPort represent the indexes that are defined in the source. In Database Management Systems, indexes may help queries to run faster.
Apart from creating indexes in source, you could aslo create indexes in a base view of Virtual DataPort if the indexes over the column can help to retrieve the results faster. Note that Virtual DataPort does not actually create the indexes in the source.
You can have a look at [Indexes of Views](https://community.denodo.com/docs/html/browse/6.0/vdp/administration/creating_views/advanced_configuration_of_views/indexes_of_views#indexes-of-views) of Virtual DataPort Administration guide for further information about indexes.
Hope this helps!