indexes on primary and foreign keys

I do a load of sql joins using primary and foreign keys. What i would like
to know if PostgreSQL creates indexes on these columns automatically (in
addition to using them to maintain referential integrity) or do I have to
create an index manually on these columns as indicated below?

CREATE TABLE cities (
city_id integer primary key,
city_name varchar(50)
);

CREATE INDEX city_id_index ON cities(city_id);

Thanks for any insight.

Burak