MSWord can automatically produce an index of headings and subheadings, if that is what is wanted. See the References tab | Insert Index | Table of Contents. If you also want an index of technical terms, you have to beforehand manually "Mark Entry" for each entry to appear in the index.
It is also worth to add that you can "Mark Entry" specifying in which index it should appear. This way you can create several independent indexes. The limitation is that Word can only index by page numbers.