using index to increase on execution speed of queries

See more:

C#

T-SQL

I have tried to implement a feature of indexes to improve performance but after adding these indexes to column i don't seem to be getting any difference in speed
here is what i have done...

CREATE INDEX MYINDEXl ON employee (employee_name,city,)
CREATE INDEX MYINDEX2 ON sales(qty,sales_Person)

when i querry those tables i don't seem to get any difference in speed before and after adding these indexes or they are supposed to be executed in a special way.

secondly i need to know how i can create indexes that will be effective
What is the difference between clustered and non clustered indexes??

thanks guys