[iamsomewalrus]

The docs are a good place to start to get a sense of what Athena can do: https://docs.aws.amazon.com/athena/latest/ug/what-is.html

There are no indexes in the traditional MySQL / Postgres sense of the word. You can, however, layout the data to make your querying more efficient. See: https://docs.aws.amazon.com/athena/latest/ug/partitions.html