Will SQL table indexing improve LINQ statement performance?

Sorry for what can be a very stupid question.

I'm just intrigued that (a) indexing will improve performance (b) how will it improve performance and (c) why will it improve performance?

Also, if this improves performance, will this be the case across the board for LINQ to SQL, LINQ to Entities, LINQ to Objects, etc. etc.

Again, if this is a really stupid question, I apologize.

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The answer to this question is: what is the relationship of the SQL table with the object?

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