in this code-

CREATE TABLE `tablename` (
  `id` int(10) unsigned NOT NULL auto_increment,
  `a` varchar(10) NOT NULL,
  `b` varchar(45) default NULL,
  `c` varchar(45) NOT NULL,
  `d` varchar(45) default NULL,

  PRIMARY KEY  (`id`),
  KEY `Index_a` (`a`),
  KEY `Index_bcd` (`b`,`c`,`d`),
  KEY `Index_cd` (`c`,`d`)
) ....;

what do the lines that start with KEY?
I know PRIMARY KEY sets the pk of the table.. but I don't understand the rest of the lines..
does that have to do something with setting indexes to make searches faster? or something like that?

indexs help us to do retrival from database in efficient way