You can apply different paragraph styles, assign hyperlinks to entries, change the layout of indexes, and change the background color of indexes in the Insert Index dialog.
Right-click in the index or table of contents, and then choose Edit Index or Table of Contents.
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, and then choose Edit Index or Table of Contents.
Click the Entries tab.
In thelist click the heading level that you want to assign hyperlinks to.
In the Structure area, click in the box in front of E#, and then click Hyperlink.
Click in the box behind the E, and then click Hyperlink.
Repeat for each heading level that you want to create hyperlinks for, or click thebutton to apply the formatting to all levels.