Do you mean index or table of contents? Indexes (or is it Indices?…) usually have some entries that show up on several pages, like this:
Lincoln 28, 41, 60-62, 77
…where a table of contents usually just references one page like this:
Lincoln in the Congress........................................................31
In either case, you use a tab with a fill character. If you have an index with only one page number per entry, go here:
…and change the spaces to a tab. In the paragraph style that is created by the index process, you edit the tab to include a fill character of your choice (underscore, dots, etc.). If you have a table of contents, add the fill character to the style you use for the table of contents, and also use a tab as a separator.
I hope that helps.
When Michael says "fill Character" I think he's talking about a "tab leader" which is how it will be labeled inthe dialog. You can also use a custom underline instead of a leader, and that can be applied to anything, not just a tab, if you prefer, for example, an em space. I like to use the underline and set it up as a character style, then apply it in a nested style in the parragraph style applied to the listings.