If you realize that index is not used in select, you need to force database to use it. For this, you need to use database hints in your code.
Hints depend on database server. In the following example, here is how to force database to use index when using SAP Trial system (with MaxDB):
SELECT * FROM zaa_bd_wpo_vol INTO table lt_wpo_vol FOR ALL ENTRIES IN lt_name_search WHERE ( name_last = lt_name_search-last AND name_first = lt_name_search-first ) OR name_whole = lt_name_search-whole %_HINTS ADABAS 'INDEX("ZAA_BD_WPO_VOL" "ZAA_BD_WPO_VOL~NAM")'.
In this example, ‘ZAA_BD_WPO_VOL’ is the database table name and ‘NAM’ is the name of index.