I'm not specifically familiar with SQL Server, however based on the way database tables are defined and used in other databases, i would say there is no way to do this by just copying the data or using a SELECT INTO.
The indexes need to be defined as part of the table structure and need to be generated for any existing data that may be in the table.
The only way to do this is during the CREATE TABLE statement of by using an ALTER TABLE statement after the table has been created.
Statements for working with the data itself are separate to working with the table definitions so i don't think there will be any work around or shortcut for this.
I'm sure there would be tools available to generate the ALTER TABLE statement to create all the appropriate indexes based on the table you already have, making it easy and reliable.