Hi Alberto,
Regarding date and time of invalid login attempts for users you can use the below mentioned query:
select user_name,last_invalid_connect_attempt from sys.users
Regarding index:
It is best advised that you need not create an index as this is already a column storage and there is no significance improvement in performance with help of indexes ( with very rare exceptions) you do not want to use extra memory for indexes.
But if you want to create, you can go to context menu of the table --> definition --> indexes and create them
or you can SQL editor to create as well.
Regards,
Krishna Tangudu