How do I create an index for a book written in Pages for private publishing?

Pages has no indexing functionality, unlike Microsoft Word, LibreOffice Writer, or selected other word-processing applications. Now, you will need to export that book from Pages to Word docx, open it in MS Word (what that private publisher is likely using), and learn how to index content in that application.

You are welcome, though the process of creating index entries for your book will likely be more tedious than writing the book… Microsoft has a page on how to create an index, though it is not an exhaustive tutorial. It is for the current Microsoft 365, and Word in Office 2016 and newer including 2024.