It does it for you.
INTEGER PRIMARY KEY columns aside, both UNIQUE and PRIMARY KEY
constraints are implemented by creating an index in the database (in
the same way as a “CREATE UNIQUE INDEX” statement would). Such an
index is used like any other index in the database to optimize
queries. As a result, there often no advantage (but significant
overhead) in creating an index on a set of columns that are already
collectively subject to a UNIQUE or PRIMARY KEY constraint.