Are foreign keys indexed automatically in SQL Server?

Question

Would the following SQL statement automatically create an index on Table1.Table1Column, or must one be explicitly created?

Database engine is SQL Server 2000

Answer 1

SQL Server will not automatically create an index on a foreign key. Also from MSDN:

A FOREIGN KEY constraint does not have to be linked only to a PRIMARY KEY constraint in another table; it can also be defined to reference the columns of a UNIQUE constraint in another table. A FOREIGN KEY constraint can contain null values; however, if any column of a composite FOREIGN KEY constraint contains null values, verification of all values that make up the FOREIGN KEY constraint is skipped. To make sure that all values of a composite FOREIGN KEY constraint are verified, specify NOT NULL on all the participating columns.