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Best practices for creating indexes in MS SQLSERVER

I stood up a new database that has 5 tables and I am looking to create indexes on the table columns to increase performance.  When running SQL containing JOINs the perfomance is not great.

Are there obvious columns where indexes should be created?  Primary keys?  Columns used in JOINs?
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Russ Suter

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So if I have created tables without primary keys, do you recommend i assign them first?
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