When you process the book, $\TeX$ creates two files with index information: filename.idx and filename.tdx. Using the freely available program makeindex, convert these to filename.ind and filename.tin, respectively. (This is done automatically by the shell script makebook mentioned in the Preface.)

To make the main index, include the following at the end of your book:

\unletteredappendix{Index}
\beginindex
\input filename.ind
\endindex

The file filename.tin contains an entry for each "theorem-like'' object. To make an index of these numbered items, include the following at an appropriate place:

\unletteredappendix{Index of\titlebreak Numbered Items}
\beginindex
\input filename.tin
\endindex

If you have other appendices, you probably will want to make this one the last one before the "real'' index. If you prefer, you may of course use ordinary "lettered'' appendices for the indices.

By default, indices are set in two columns. If you want the index to use three columns, put \tricol after the \beginindex command. Since the entries for the theorem index are short, you may want to use three columns for the theorem index even if you use two columns for the main index.

If you would like each section of the index to be preceded by a large capital letter, use \beginletteredindex in place of \beginindex.

makeindex is capable of doing many other indexing tricks, which you invoke by using more complicated forms of the index command. See the documentation for makeindex.