First you would need to mark each entry within the document that you want included in the index.
To use existing text as an index entry, select the text, then press ALT+SHIFT+X. Fill in the info.
To mark the index entry, click Mark. To mark all occurrences of this text in the document, click Mark All.
Word then inserts each marked index entry as an XE (Index Entry) field in hidden text format. If you don't see the XE fields, click Show/Hide on the Standard toolbar, which is the paragraph mark.
Click where you want to insert the finished index.
To make sure that the document is paginated correctly, you need to hide field codes and hidden text. If the XE (Index Entry) fields are visible, click Show/Hide on the Standard toolbar.
On the Insert menu, point to Reference, click Index and Tables, and then click the Index tab.