We plan to change the way indexes are crated for foreign keys. The indexes should be added/generated to model, not only database. When the indexes are generated to model, it will be easier to do synchronization tasks. This request is registered as issue TDM-24.
Indexes that database creates cannot be added to the database model.
In general, you can generate the script, create database physically and then use Sync and Convert wizard to synchronize model and database.