Hello Sagar !

Yes ,  Statement of Purpose (SOP)  is required for MS Research Program  at IIT Indore as it is mentioned on their website that  :

1. After Submitting the application online, the eligible applicant must send the signed hard-copy of the application along with application fee receipt, recent photograph, self-attested copy of relevant certificates, valid GATE/ GRE and TOEFL score card (as applicable) and Statement of Purpose (SOP) to the concerned discipline.
2. Also , The selection procedure would be an interview (in-person or over video conference) for the shortlisted applicants. Statement of Purpose (SOP) and Letter of Recommendation (LOR) must be submitted by the applicant before the interview.

You can also visit their website for more information :

https://academic.iiti.ac.in/phdadvt.php

Hope it helps !