Click in your document where you want to insert the index.
Choose Insert - Table of Contents and Index - Table of Contents, Index or Bibliography.
On the Type tab, select "Alphabetical Index" in the Type box.
If you want to use a concordance file, selectin the area, click the button, and then locate an existing file or create a new concordance file.
Set the formatting options for the index, either on the current tab, or on any of the other tabs of this dialogue. For example, if you want to use single letter headings in your index, click the Entries tab, and then select Alphabetical delimiter. To change the formatting of levels in the index, click the Styles tab.
To update the index, right-click in the index, and then choose Update Index/Table.