You are asking how to build an index? There are several ways.
It depends on whether you want RoboHelp to assist you with it or
whether you want to build it manually.
To build it automatically, click Tools > Smart Index
Wizard and follow the prompts.
To build it manually, you will need to display the Index
designer. If you have RoboHelp 6, X5, X4 or maybe older, you should
see an Index tab on the left side of the application at the bottom.
If you have RoboHelp 7, click View > Pods > Project
Manager. Then expand the Index folder and finally double-click the
Index. The Index designer pod should display.
Once here, you simply type the words you want in the index in
the top area, add them to the file and associate the topics you
want them to link to.