Index them in the database which contains them. AFAIK Access JET does
not support having an index in one database on a table in another one
(in fact, it's hard to imagine how this index could be maintained
since someone could open the table independently of the database
containing the index).
Why do you need to "index" the table? What are you trying to
accomplish? This may be a jargon confusion; if you're trying to search
or sort (rather than create a JET database Index on a table), the
answer will be quite different.
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