It's basically a two phase process:
Locate the terms in your text that you want to index. Position the text cursor Immediately after a term, and use the Menu Text > Index > Insert Index Mark (or default shortcut Ctrl+Alt+Shift+[ on Windows). You get to choose the term that will display in the index, and for sub-entries in the index you get to choose a parent entry. When you've inserted some index marks, you can move on to step 2.
Draw a Text Frame where you want the actual index, put the text cursor inside it, and use Menu Text > Index > Insert Index.
Note that there is also an Index studio panel, which you activate via Menu View > Studio > Index, which lets you adjust the index in some ways. It also includes icons for inserting index marks, and some other functions. And you may find the Menu option Text > Index > View Index Marks useful.
Also, from the Index panel, you can right-click on an index topic and get some useful functions, among them the ability to find that term elsewhere in the document and index those other occurrences.
There is information in the Publisher Help about the Index Panel, too.
There is no tutorial yet, as far as I know.