This is not the place to be asking such general questions as this. You need to learn the language.
Best advice would be to work through the Microsoft tutorials for SQL Server, although there are many others - e.g.
http://www.sqlcourse.com/[
^],
quackit[
^]
For others you may have to pay.
They should all explain what an index is and why you should use it.
They may explain what a cursor is, and hopefully why you should avoid using it.
However at this stage in your learning it's better to get the building blocks in place before trying to understand performance issues.
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