Structure of logical file for query

Hi and happy New Year for everybody :-)

I would like to ask you how you create keyed fields for logical file for get the fastest "access".

I have such query

Select F1, F2, F3
From File1
Where
F4, F5, F6
Group By F1, F2, F3
Order by F1, F2, F3

I looking in many web pages but everywhere description of creating LF is general - "Logicals are important to improve performance"

But what should be an order of keyed fields?

What if query change to:

Select F1, F2, F3
From File1
Where
F4, F5, F6
Group By F7, F8, F9
Order by F9, F8, F7

Which statement are most important? Probably "WHERE" ... but order should be F4/F5/F6 or other (F6/F5/F4)?

Do you remember a web pages where it is described exactly?