SELECT INDEX_NAME,COLUMN_NAME
FROM INFORMATION_SCHEMA.STATISTICS
WHERE TABLE_SCHEMA = 'my_schema_name'
AND TABLE_NAME = 'my_table_name'
See also:
How to get index column names of a table from DB2
How to get index column names of a table from SQL Server
How to get index column names of a table from PostgreSQL
How to get index column names of a table from SQLite
How to get index column names of a table from Oracle
Some MySQL tools you can try: https://www.withdata.com/mysql/