This episode initiates a significant continuity error. The Indians steal Matt's iconic handgun -- but it shows up again in later episodes.
Although not specifically stated in this episode, the main means of transportation to and from Dodge City in the period in which Gunsmoke was set was the Atchison, Topeka and Santa Fe Railroad (which reached Dodge in 1872. Sarah Drew arrives in Dodge and wants to travel cross-country to Fort Wallace, Kansas, which was served by the Kansas Pacific Railroad even earlier (1869). She could have taken the train to her destination and not gone through Dodge.