You make a view indexed by creating an index, using the CREATE INDEX statement, referencing the view.
There is a rather long list of restrictions on what the view may or may not contain. See BOL "indexed views", "Creating an Indexed view" for the list.
An indexed view may be faster than a 'normal' view, since the query optimizer may be able to take advantage of the index when the view is referenced in a query. For example, if you JOIN a table (or view) to a view, the index may make the JOIN substantially faster.
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