For indexes, it is not possible tos set Compression to TRUE. After setting it and pushing the 'Apply' button the setting disappears.
1.Open a model
2.R-click | Edit to Edit entity
3.Go to "Indexes" tab
4.Select one index
5.Click on Edit
6.Go to "index Properties" tab
7.check Compression
8.Click Apply or Ok....this setting is not saved so it isn't possible to set compression to yes.