You'll need to download and install the latest InDesign CC application. This feature is not supported in the CS6 app. Just head over to the http://creative.adobe.com/products/indesign and download the latest app.
I have now installed InDesign CC and opened up my files and book document that were created in CS6.
The index kind of worked in that it did export. But then bits of the book that were exporting out fine to epub stopped being exported, so I only had the two chapters with indexed items in the epub.
Then when I tried to quit out of ID CC and start again it wanted to save each chapter file about 10 times each, so I was saving over and over again before I could get out of there.
Basically ID CC seemed to go a bit crazy and not work as expected.
Now I am back in, and I have managed to open each book file from the book panel OK. But now the the index is not exporting. The rest of the book is exported fine now.
So I then deleted the entry (lucky I only have done one) and started the index again.
This time all seems to have worked and the index has exported fine.
What did I do wrong?
Did I need to open all files created in CS6 in the new CC, save all, save book file and then close before working in CC?