The documentation on how to use Cadabra directly from Python is very minimal, so please do ask if you get stuck (or, alternatively, switch to using the Cadabra notebook; life is much easier there).
Your example should read
Indices(Ex(r"{m,n,p,q,r,s,t}"), Ex(r"position=fixed"))
Note that if you have previously (in the same session) declared this index set in a different way, the type info will not get overwritten.