Indexing is easy: wrap the word you want to index, such as "indexing", inside the \indx command, just as I've done in the source. The \indx command produces no output, but enters the keyword into the index with a link to this location.
At the very end of the file, include the command \doindex. That's all there is to it! You will have an index section at the end of document, with links to each term you flag with \indx. For this document I've included several indexed terms.
This example also shows how you can specify your own "hot text" to go in the indexing section, rather than using the default icon. For example, look in the index under "indexing", and you'll find a reference to this page. The hot text used for the link is the optional argument to \indx. When you don't specify hot text you get a standard icon.