MS Word has built in Help file on indexing. Also your MS Word manual has a whole section on how to Index which will tell exactly step-by-step instruction how to Index. Way too hard to describe online.
Also FYI... XP is the Operating System. MS Word is a text editing software application which runs on XP OS.
For convenience, you can highlight a word or phrase in the document before opening the Mark Index Entry dialog and the selected word or phrase will appear automatically as the index heading. Be aware that indexing is about "dissecting" a document into its component topics, not simply picking out keywords from the text.
You can also enter "See also" and "See" cross-references using the Mark Index Entry dialog. Microsoft Word automatically puts the "See also" and "See" text into italics. Be sure to put semicolons in between items in the cross-reference list for correct punctuation.
The trickiest part of indexing in Microsoft Word is creating page ranges. You first create a bookmark for the selected range. Then, when you create the index entry, you simply select the appropriate bookmark. While straight forward in principle, this two step process of creating a bookmark and then an index entry can become a little tedious.
To view the resulting index you first need to setup an index using the "Insert->Index and Tables" menu item. It's a good idea to generate the index as you go along to see how the index is developing. To regenerate the index, click on the index and press F9.
A Word for the Wise:
MS Word gives you the ability to automatically create index entries from a list of keywords, or what MS Word calls a "concordance file." Using this technique can result in many useless entries while missing important topics. Remember that creating an index requires human thought.
For info on how to Index using MS Word, click on the following hyperlink:
http://www.allegrotechindexing.com/news017.htm