To identify columns on which you need to create indexes for fine tuning query performances you can run the T-SQL statement below;
FROM sys.dm_db_missing_index_details mid
CROSS apply sys.dm_db_missing_index_columns(mid.index_handle) mic
ORDER BY mid.index_handle
The DMV used above may have some limitations. It should not be used to fix your index configuration. I would suggest to make use of the Database Tuning Advisor for that one. Though it is a big help when you are fine tuning a query performance.
To learn more about the missing index DMV, visit http://technet.microsoft.com/en-us/library/ms345485(v=sql.105).aspx