Can you create an index on a foreign table?(外部表可以创建索引吗？)
No, you will get an error:
And it makes sense as the query will "travel" througth the net and retrieve the data from the original database each time you query the table (will not store data to index).
Hope that helps. Good luck!
What you can do is to use explain verbose to get the query that is being execute on the other side , and index the remote table accordingly .