We're talking about something that exists at the query planner level, not a new feature introduced on top of that. Whether to use an index or a table scan isn't chosen by the user, it's chosen by the engine when the SQL is run. ORMs don't have any special hook to "look different" - if the database engine wants to do a full table scan, it'll do it whether the query came from manual SQL or an ORM, because they look the same to the database.
Depending on the database, the ORM may well add hints for the planner (of course it's theoretically possible to do that for manual queries as well, but it's usually verbose and database-specific). At a minimum the ORM has a model of what indices exist and so it can know which queries "should" be using an index, and may even have an internal model of how the query planner makes those decisions; of course ultimately if the query planner is perverse enough then even an automated system may not be able to get it to do the right thing.
