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How to create index (sql) to a meta_key?

I am new in programming, and the sql is absolutely stranger for me. I create today a new meta_key on my multisite, but when I use this in a query, my site will be horrible slow… I read (here: https://css-tricks.com/finding-and-fixing-slow-wordpress-database-queries/), that need for me creating a sql index for the meta_key, and this will doing incredibly faster my site… So here this sql command:

CREATE INDEX wp_postmeta_csstricks ON wp_postmeta (meta_key)

If my meta_key is _my_first_meta, I can use this code?:

CREATE INDEX wp_postmeta_my_first_meta ON wp_postmeta (_my_first_meta)

And where can I use this? In phpmyadmin? Please, If you can help me, write a reply for this, any help is usefull! I really dont find a simple and helpfull total tutorial for this on the net!