How can primary keys in a Netezza table be indexed?
You can't have more than one primary key on a table - I assume you mean foreign keys.  There is no best way to do this, because it depends upon your workload.  In some indexes one column may come first, while another may have a completely different selection of columns, let alone order.

In the end it doesn't really matter, because Netezza doesn't have indexes in the first place, so I'm not sure what you're getting at.

That is a composite primary key made up of all those columns.  Together they are "unique" (Netezza doesn't enforce this) and uniquely identify the row.  This is typical in a dimensional design.  The FKs of a large number of dimensions uniquely identify a fact - usually a date/time for the snapshot, and something like a stock ticker or customer or whatever.