You'll need to apply for "Licensure by Endorsement" in the state of Indiana. The BON website should have information about how to do this- it's fairly straight foreward (send the applications and wait for a response) so I wouldn't really worry about it until you actually need to apply. You have to have a valid license in another state to apply for licensure by endorsement.
However, you can also apply for licensure directly from Indiana. If you are moving shortly after you graduate, then this is your best option. But if you plan to stay and work in OK for awhile after you graduate, then you should apply to OK first, and then endorse to Indiana.
I graduated from nursing school in Maine, but I knew I was moving to New Jersey right after graduating. I applied for my license and took my NCLEX in New Jersey, and they issued my license. So when you have graduated, you can send your application for licensure directly to the Indiana BON. Then, once they approve your application, you can take the NCLEX in any state. You can take it in OK, if you're still living there, or you can take it in Indiana. No matter where you take the test, your license will be issued by the state where you applied.