First, a view is an abstraction not a physical object meaning a view is just a stored query therefore it can contain nothing.

SQL Server engine takes advantage of the indexes pointing to the base table/s of the view.

You can see it by yourself doing this simple test.

1- Go to Northwind and create a view pointing to Pubs database like...

USE Northwind

go

SET ANSI_NULLS,QUOTED_IDENTIFIER ON

go

CREATE VIEW dbo.MyEmployeeView

AS

SELECT *

FROM pubs.dbo.employee

WHERE emp_id = 'JYL26161F'

2- Check the execution plan of query below...

USE Northwind

go

select *

from dbo.MyEmployeeView

... which should show something like...

StmtTextStmtIdNodeIdParentPhysicalOpLogicalOpArgumentDefinedValuesEstimateRowsEstimateIOEstimateCPUAvgRowSizeTotalSubtreeCostOutputListWarningsTypeParallelEstimateExecutions

select * from dbo.MyEmployeeView110[NULL][NULL]1[NULL]1[NULL][NULL][NULL]0.0126592[NULL][NULL]SELECT0[NULL]

|--Bookmark Lookup(BOOKMARK:([Bmk1000]), OBJECT:([pubs].[dbo].[employee]))131Bookmark LookupBookmark LookupBOOKMARK:([Bmk1000]), OBJECT:([pubs].[dbo].[employee])[employee].[hire_date], [employee].[pub_id], [employee].[job_lvl], [employee].[job_id], [employee].[lname], [employee].[minit], [employee].[fname], [employee].[emp_id]10.006251.1e-006490.0126592[employee].[hire_date], [employee].[pub_id], [employee].[job_lvl], [employee].[job_id], [employee].[lname], [employee].[minit], [employee].[fname], [employee].[emp_id][NULL]PLAN_ROW01

|--Index Seek(OBJECT:([pubs].[dbo].[employee].[PK_emp_id]), SEEK:([employee].[emp_id]='JYL26161F') ORDERED FORWARD)143Index SeekIndex SeekOBJECT:([pubs].[dbo].[employee].[PK_emp_id]), SEEK:([employee].[emp_id]='JYL26161F') ORDERED FORWARD[Bmk1000]10.00632857.96e-005530.0064081[Bmk1000][NULL]PLAN_ROW01

... it does takes advantage of existing base table indexes, doesn't it?