The Word manual gives full instructions for adding index entries. Basically:
Select the text you want to index
Press Alt+Shift+X together to display
the Mark Index entry box
Edit the entry
Select Mark
The index entry appears within your text within curly brackets
You can hide the index entries by clicking on the end of paragraph marker in
the tool bar, or from the Tools:Options...:View
menu by unchecking the All button
If you want to add further entries, edit the entry and select Mark
for each one