How does Word automatically generate catalogs?

First we open the document of Word that we want to edit and place the cursor on the first line of the home page as shown

Click "Insert" on the menu bar as shown

Then click on "References" and click "Index and Catalogue" as shown in

Click "Table of Contents" in the Index and directory window as shown

After setting up, click "OK" as shown.

Once you have completed the above, you can set the index directory as shown

Attention matters

To make the index directory more explicit, set the style first, set the index directory