In addition to other example cited here, Druid has bitmap indexes on dimension columns. So, it's hard to make a hard and fast generalization. All databases use indexes to a greater or lesser extent.
To my mind the big differences for data warehouses are the following:
(a) Table scans are relatively cheap thanks to columnar structure and compression. It's much more important to tune compression than indexes. If you can reduce stored data size by 10^3, you don't need an index. That's exactly the opposite of row stores like MySQL.
(b) Data warehouses don't use indexes to maintain referential integrity, because it's not something they really care about in the first place.
My DW experience is with ClickHouse, but I think it illustrates a lot of the principles.