Delegates are similar to VFP event handling procs but they are scripting language independent.

In most cases Lianja will build the indexes as you develop your app visually. There are cases however (e.g for SQL optimization) where you need to create indexes manually.

Yes the key will be added automatically as long as the child key expression is a single column. If it is an expression then you need to handle that inside validation or an oninsert trigger.