It's a separate statement.
It's also not possible to insert into a table and select from it and build an index in the same statement either.
The BOL entry contains the information you need:
CLUSTERED | NONCLUSTERED
Indicate that a clustered or a nonclustered index is created for the PRIMARY KEY or UNIQUE constraint. PRIMARY KEY constraints default to CLUSTERED, and UNIQUE constraints default to NONCLUSTERED.In a CREATE TABLE statement, CLUSTERED can be specified for only one constraint. If CLUSTERED is specified for a UNIQUE constraint and a PRIMARY KEY constraint is also specified, the PRIMARY KEY defaults to NONCLUSTERED.
You can create an index on a PK field, but not a non-clustered index on a non-pk non-unique-constrained field.
A NCL index is not relevant to the structure of the table, and is not a constraint on the data inside the table. It's a separate entity that supports the table but is not integral to it's functionality or design.
That's why it's a separate statement. The NCL index is irrelevant to the table from a design perspective (query optimization notwithstanding).