Yes, you can make it happen. Just insert a bookmark at the location where the word is found. Then configure the index link to point to the page at the bookmark!
This was extremely helpful once I figured out how to configure the index link to point to the bookmark!
(Open the index pod, select a keyword, then right-click the appropriate topic at the bottom pane that says "Under Existing Topics" and then select the bookmarked item in the list.)