As this is a very Sql Server specific feature you might as well fall back to sql.
One of the reasons for the fluent style is that it is not database specific so the same migration can be run for different database types. But if you are only ever going to use Sql Server and want to use database specific features then the great thing about FluentMigrator is that it allows you to execute sql statements. This is recommended for advanced stuff that we will never support in FluentMigrator and for changes in Stored Procedures.
It would simply be:
Execute.Sql(@"CREATE NONCLUSTERED INDEX FIBillOfMaterialsWithEndDate
ON Production.BillOfMaterials (ComponentID, StartDate)
WHERE EndDate IS NOT NULL;");
Postgres has partial indexes too so this could be something that we will add to FluentMigrator in the future.