Where to create an Index

I have this query:

SELECT ST_Distance(transform(geometryfromtext('POINT(-97.096667 18.858611)',4326),32614),C.point_geomutm)
AS DIST ,nombre FROM ciudad AS C ORDER BY DIST ASC limit 1;

It runs a secuential query on the table “ciudad” wich is a big table. I want to create an index but I don’t know where, using a gist index on point_geomutm does nothing and also creating one using nombre.

Thanks in advance.