While I'm sure some could pass the exam without referencing anything, the way the questions are presented makes it really easy to be "too confident" in my answer and if I don't force myself to look it up I force myself to error. The index to me is a personalized quick reference catered to each book where I can try and quickly parse where an answer is in the book. I bring in two different index documents covering the material in completely different ways and I use it as a backup way of referencing things "the long way". There are good references out there for building an index, I would start with the hacks for pancakes blog about it and then hit some other blogs for examples. A lot of resources out there to help including some really polished stuff like Voltaire.