It is known that if $p$ is an odd prime and $\gcd(e, p-1) = 1$, then one can easily find an $e$'th root of every $a \in \mathbb{Z}_p$ by computing $d \equiv e^{-1} \pmod{p-1}$: $$a^{de} = a^{k(p-1)+1} = (a^{p-1})^k a = a. $$
Also, if $e = 2$ (meaning that $\gcd(2, p-1) \neq 1$) we know how to efficiently compute square roots modulo a prime $p$.
But note that the first sentence is just an implication: $$\gcd(e, p-1) = 1 \implies \exists x \in \mathbb{Z}_p,~ x^e \equiv a \pmod{p}$$ What about the other implication? Do we know something? Do we have a general "if and only if" criteria for the existence of an $e$'th root, even if it is proven using a constructive proof?