for short ,when you create a table you need to select the partition scheme and file groups.In partiton scheme you will mention partition function .
Now the clustered index has the data as well so it will automatically be partitioned as per the partitons you mentioned for the table.
for non-clustered index you can again mention the filegroup and the partiton scheme .
this way you will reduce the IOs as the complete data will not be accessed but only the partition where that data you are requesting resides.
Regards
Abhay Chaudhary
Sr.DBA (MCITP/MCTS :SQL Server 2005/2008 ,OCP 9i)