You might have a table with a million of records, and you find it takes minutes to query the table, since the size of the table is too big. In order to reduce the time for query, you can index your column(s), especially for those columns you query on frequently. That way, your records are saved in normally a tree structure. The search time in a tree structure is much shorter than the linear search.

However, please be aware of the number of indexed columns in your table, because it will slow down the time of inserting records. Because the time of inserting into a tree structure is much longer than the linear append.