Gandolf is correct, only the DDL is exported for the indexes. Either way you will be building an index so why not let import do it. Import will load the table first than build the indexes, it will also implicitly do an analyze. So I say let import do it.
You may want to specify ...
BUFFER=? (I use 4000000)
COMMIT=Y

in your parfile, this is usefull for large tables since Oracle will now commit at a set interval rather than trying to swallow the whole table.

MH