You can check out the aggregates in RSA1 by right clicking on the infoprovider and selecting Maintain Aggregates. This will show you the status of the aggregates, as well as information as to how often each is used.
Here's a link to some SAP information on SAP indexes
Generally with a cube you don't need to create secondary indexes, BW does it for you. You can check to see if there are any missing indexes by using transaction DB02, and clicking "Missing Index" at the bottom.
You should be able find quite a bit of information on aggregates and indexes by simply searching the forums.
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