You'll have to use dynamic SQL and the EXECUTE IMMEDIATE command to create the index in the procedure. Such a stored procedure may look like the following:
CREATE PROCEDURE my_pro AS stmt VARCHAR2(200); BEGIN stmt := 'CREATE INDEX my_index ON my_table(columnZ)'; EXECUTE IMMEDIATE stmt; END; /From the above, it should be easy to modify the code for your situation.
I would caution you that creating objects on the fly is normally considered a bad practice and is usually the result of a poor database design. So make sure you have a well-designed database schema before implementing this procedure.