Do I need to issue CREATE INDEX everytime I update the database?

I have a geo-map database with columns of x,y,z,zoom and type. Initially the read speed is very slow when I use the call

SELECT image WHERE x = ... AND y=... AND zoom=... AND type =...

Thanks to the kind help from stack overflow, I found indexing of (x,y,z,zoom) has helped improved the read speed impressively.

However, I have a question this CREATE INDEX command only need to be issue once when the database initialize at the first time? And even the database grow up gradually, it will still enjoy the read speed improvement brought by indexing?

Or do I need to issue CREATE INDEX command every time before I close my application(during the application, the database will grow)?

Thanks, Nick