Is there any other software or any other way by which an "index" can be created in a pdf file?
PDF Mod worked well for me. The entries I see left when reading pdfs in document viewer are called "bookmarks" in the program and can be edited at will, just pick a title and the corresponding page to jump to.
You can have an index that updates itself if you create a table of contents in Open Office. I've notice these will be converted to the index you describe when the document is published or exported to a pdf file.