"Please explain what INDEX is on a CD"

Audio CDs are written in the so-called 'red book' format, of which a very brief technical overview is given here. However, indexes are barely mentioned:

https://www.travsonic.com/red-book-cd-format/

AFAIAA, most CDs don't use indexes, so to my conscious knowledge I've never encountered them personally, despite owning a number of classical CDs, all of which have been backed up onto my servers. Consequently, I can only suggest that, if a search for 'CD format' doesn't find a good enough answer for you, you try searching for something like 'red book CD format' instead.