When lalita said "Us Indian or come-to-our-casino Indian?" she is referring to Native Americans. A long time ago, the US government allowed Native Americans to open casinos and make money because of what happened to their land. In America, many people think of Native Americans when they think of casinos because many casinos are run by Native Americans. Also, Native Americans are also called Indians just like the people from Asia so she was confused if Sheldon meant Native Americans or Southwest Asians (Indians) so the question basically means "do you mean Native Americans or Indians?"