When you create the articles in the publication, you can choose from a number of options which control how your tables and indexes are created on the subscribers. One of those options is whether indexes are created. When using Management Studio, these options are shown when you click on the "Article Properties" button.

You may create any indexes you need on the subscriber. It is common for databases that are intended for reporting purposes to have different indexes to the publisher. Provided you don't create an index that conflicts with the publisher (e.g. a unique constraint that doesn't exist on the published), you can can create pretty mush any index you like.