You can apply different paragraph styles, assign hyperlinks to entries, change the layout of indexes, and change the background colour of indexes in the Insert Index dialogue box.
Right-click in the index or table of contents, then choose.
Click the Styles tab.
Click an index level in the Levels list.
Click the style that you want to apply in the Paragraph Style list.
Click the assign button <.
You can assign a cross-reference as a hyperlink to entries in a table of contents.
Right-click in the table of contents, then choose.
Click the Entries tab.
In thelist click the index level for which you want to assign hyperlinks.
In thearea, click in the box in front of , and then click .
Click in the box behind the E, and then click Hyperlink.
Repeat for each index level that should use a hyperlink, or click thebutton to apply the formatting to all levels.