Microsoft SQL Server indexes can be reorganized or rebuilt. The frequency will depend upon how fragmented it is. Whenever your indexes have more than 10% fragmentation it is time to clean up your index.
If your fragmentation is between 10% and 30% an index reorganize will be sufficient. If you have 30% or more fragmentation it is a good idea to run a an index rebuild.
A fragmented index can result in decreased performance so why this critical maintenance task is often ignored is a puzzle for sure. Re-indexing can be done with a script, through the SQL Server Management Interface, or can be included as part of a Maintenance Plan. Regardless of fragmentation levels, rebuilding indexes once a week is a good minimum threshold for this task.