Uhm wait... So I haven't understand a thing.
The App Engine documentation says that "With automatic index configuration enabled, the development server maintains a file named WEB-INF/appengine-generated/datastore-indexes-auto.xml in your app's war/ directory. When your app, running in the development server, attempts a datastore query for which there is no corresponding index in either datastore-indexes.xml or datastore-indexes-auto.xml, the server adds the appropriate configuration to datastore-indexes-auto.xml."
So it means that I haven't to configure manually my indexes, but I can leave the development server doing it for me, so I can do queries on all fields of my entities.
Instead, in "Query and Indexes" section of objectify, you say "Queries only return values in an index. If an entity field is not indexed, queries on that field will return no results."
So to perform a query on a field, I have to annotate that field with @Index before, and then I can do queries on It.