Most of the time I have seen database foreign key constraints on tables without indexes on those columns. Lets say the application is trying to delete a row from the CUSTOMER table
When creating a Foreign Key constraint on the database as shown below
ALTER TABLE BOOK ADD (CONSTRAINT FK_BOOK_AUTHOR FOREIGN KEY (AUTHORID) REFERENCES AUTHOR) / In the above example we are telling the database to check if the BOOK.AUTHORID is a valid value in the Author.AuthorID. When the Author table is being changed, the database does data verification on the BOOK table using SELECT against the BOOK table for the AUTHORID some thing like this