How to copy non clustered indexes in transactional replication
This can be done. 

But as far as i know, it will break the replication.You'll have to enable the option and re-initialize the subscriber with a new snapshot. Also, if you have non-clustered indexes with INCLUDED, you'll have to modify the definitions (.IDX files) manually to add INCLUDED to them.

You can enable the option where you can replicate the non clustered indexes as described here.

As mentioned:


  Changing the article options will effectively create indexes on all
  subscribers with only a few clicks. Also, if a new snapshot is taken
  for the publication and applied to the subscribers, any indexes
  created directly on those subscribers will be removed.  If all indexes
  are not needed, alternatively, you can create selective indexes
  directly on a subscriber. However, it reduces administrative overhead
  to change the option directly in the replication settings for the
  article.