Hi Bernard
You should find this information in the Help, under "Create an index":
1.. To use existing text as an index entry, select the text. To enter your
own text as an index entry, click where you want to insert the index entry.
2.. Press ALT+SHIFT+X.
3.. To create the main index entry, type or edit the text in the Main
entry box. You can customize the entry by creating a subentry or by creating
a cross-reference to another entry.
Notes
a.. To include a third-level entry, type the subentry text followed by a
colon
) and then type the text of the third-level entry.
b.. If you want to use a symbol, such as @, in the entry, type ;#
(semicolon followed by the number sign) immediately following the symbol.
4.. To select a format for the page numbers that will appear in the index,
click to select the Bold or Italic check box below Page number format. If
you want to format the text for the index, right-click it in the Main entry
or Subentry box, and click Font. Select the formatting options that you want
to use.
For Help on an option, click the question mark , and then click the
option.
5.. To mark the index entry, click Mark. To mark all occurrences of this
text in the document, click Mark All.
6.. To mark additional index entries, select the text, click in the Mark
Index Entry dialog box, and then repeat steps 3 through 5.
You will also find useful information under Field codes: XE (Index entry) -
the XE field is the field use to mark entries to be picked up in the index.