Does or can MODx utilize a mysql index?
If so, any ideas on how to set this up?
Yes, the database tables for modx 0.9.6.1 do have indexes.
You can see what these are if you have a 0.9.6.1 installation setup. Login to your database administration utility, usually phpMyAdmin, and check the structure of each table to see what is indexed on a given table.
vortsg