You have not mentioned what your sql client is. If you are using psql, it does say ALTER TABLE when you make an alteration to a table. If instead you were using pgadmin 3, it would say something like
Query returned successfully with no result in 345 msec.
The reason that you are not seeing any output could be because this is really large table with several million rows, Then it could take a few minutes to create the index so don't expect instant output.
The other likely reason for not receiving any immediate response is because the table has been locked by another long running query.
Finally your question title says postgresql but your table has mysql in it's name?? (this is not related, just curious)
committhealter table?