Designing index for a table is so primitive and important for better performance.
There’s no “one answer for any case”. You should choose right index for a table depending on the size, usage, query patterns, and cardinality.
In order to help you understand pros/cons in each indexes, I’ll show you each pictures illustrating intuitive structures of indexes available in Synapse Analytics.
Because dedicated SQL pools aren’t the same as the SQL Server box product, it’s important to go in with the understanding that indexing won’t be exactly the same as on-premises or in Azure SQL Database.