SNOW-1051741: Show how to use set_index()

[sfc-gh-mvashishtha]

1. Which Jira issue is this PR addressing? Make sure that there is an accompanying issue to your PR.

   Fixes SNOW-NNNNNNN

2. Fill out the following pre-review checklist:

   • I am adding a new automated test(s) to verify correctness of my new code
     • If this test skips Local Testing mode, I'm requesting review from @snowflakedb/local-testing
   • I am adding new logging messages
   • I am adding a new telemetry message
   • I am adding new credentials
   • I am adding a new dependency
   • If this is a new feature/behavior, I'm adding the Local Testing parity changes.
   • I acknowledge that I have ensured my changes to be thread-safe. Follow the link for more information: Thread-safe Developer Guidelines
   • If adding any arguments to public Snowpark APIs or creating new public Snowpark APIs, I acknowledge that I have ensured my changes include AST support. Follow the link for more information: AST Support Guidelines

3. Please describe how your code solves the related issue.

   Please write a short description of how your code change solves the related issue.