Before the EBSD experiments, you can create a CIF file (Crystallographic Information File) based on the information about the supposed phases from XRD and SEM-EDX investigations. Then, the CIF file you should enter into Aztec HKL software.
But maybe you don't need these steps. Maybe our phase is similar to the existing one. For example, in my case, the bcc phase was very closed to the pure Fe, and the software could index my phase using the data for pure Fe.