How do I create an index on a table that exist in a remote SQL Server database using the openquery syntax?
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You can't on your side. The index must be added to a local object only. You can't use an indexed view either.
You can ask the other party to add an index for you to their table...
Edit: Expanding John's answer... You could try:
SELECT * FROM OPENQUERY(LinkedServer, 'CREATE INDEX etc;SELECT 0 AS foobar')

gbn
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I'm not certain however I suspect that this cannot be done.
OPENQUERY is intended to return a Result Set and so is unlikely to accept DDL statements.
See the Microsoft Books Online reference for examples of acceptable usage scenarios.

John Sansom
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