When to add indexes to #temp tables?
Add an index if you'll use your temp table and its index twice or more during the query run.

Or to maintain usual index tasks, like uniqueness

If your data loaded into temp table are already sorted, the to create temp table with the same clustered index as sort of data

BUT

taking into account sql server's feature of temp tables reuse- if you decide to create an index on temp table - try to do it in CREATE TABLE statement. If you'll add an index explicitly after table creation - it will prevent sql server to reuse that table next time