Query performance

exec sp_who2 'active

Now My teammate gave me advice to use temptables instead of cte and use indexes on temptables whenever  join with other tables. My question are:

1.How can I create indexes on temptables, can I do it using SSMS or query?

2. joining temptable with other table is just the same syntax or differs

#temp a join tablex b on a.id=b.id is this correct or any change needed.

Please let me know If I'm not clear,

Thanks in advance.