NO INDEX OR TABLE OF CONTENTS ENTRIES CAN BE
FOUND.
 
Word cannot find the coded entries it needs to
compile an index or a table of contents.
 
■ With layout view turned off, choose View
  Preferences and turn on Hidden Text.
■ Review each index or table of contents entry
  to make sure the codes have been typed
  correctly and formatted as hidden text. Entries
  not formatted as hidden text are not found.
  Index entries are marked with .i. codes by
  default. You may also use other letters
  for table of contents entries (for
  example, .t. or .f.).