I know this post is kind of small but this is something not so easy to find on google. The easiest way to add an index to a column on a YAML mapping is using the @indexes contraint.

Entity\Post:
    type: entity
    table: posts
    indexes:
        # index name
        title_slug_idx:
            # one or multiple columns separated by comma
            columns: [ slug ]
    id:
        id:
            type: integer
            generator: { strategy: AUTO }

    fields:
        name:
            type: string
        slug:
            type: string