Yes, VisioModeler 3.1 has a feature that allows you to create an index on roles at the ORM conceptual level.
This index feature is not implemented in NORMA.
Having said that, an index is a performance related feature in a physical database and thus, structly speaking, an index is not relevant at the conceptual level.
In my experience, the ORM conceptual level is best used for defining semantics with domain experts and the notion of an index tends to confuse them.
On the other hand, the physical level is best used for optimising the performance of an implementation. Since database engines are not the same, an index that works well in one RDBMS many not behave as well in a different RDBMS.
Indexing is discussed on pages 659-660 and 753-758 of the The Big Brown Book. Here is a quite from page 659:
"If supported, (in a tool) the unique index option provides one way of enforcing uniqueness constraints. However, most uniqueness constraints are better declared using primary key or unique declarations..."
Ken