Hi Die,
In my opinion SAP normally optimized the performance of Business Content DataSources by providing efficient extractors and secondary indexes on the main tables. If you experience performance issues, then you can dive into it and e.g. execute an SQL trace (t/code ST05) to analyze what is going on during extraction. An additional secondary index might be helpful but only based on analysis results. I rarely needed it in the past.
Best regards,
Sander