How to check for existence of an INDEX on a column independent of used SQL database
I'm afraid not.

The ANSI SQL standard defines some data dictionary views in a schema  ("INFORMATION_SCHEMA") that can be used to look for specific types of objects (tables, views, table columns), but it doesn't include anything regarding indexes.

Most RDBMSes have their own internal data dictionary views that expose this information (sysindexes in SQL Server &amp; Sybase, DBA_INDEXES in Oracle, for example).