Index does not print

I'm currently trying to add an index to my .tex file but it never appears in my pdf document.

\documentclass[11pt]{book}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{amsthm}
\usepackage{graphicx}
\usepackage{dsfont}
\usepackage[dutch]{babel}

\usepackage{cases}
\usepackage{color}

\newtheorem{stell}{Stelling}[section]
\newtheorem{gev}{Gevolg}[section]
\newtheorem{lemm}{Lemma}[section]
\theoremstyle{definition}
\newtheorem{defn}{Definitie}[section]
\newtheorem{vb}{Voorbeeld}[section]

\usepackage{hyperref}
\hypersetup{
citecolor=black,
filecolor=black,
urlcolor=black
}

\usepackage{makeidx}
\makeindex

\usepackage{fancyhdr}
\pagestyle{fancy}
\fancyhf{}
\fancyfoot[C]{\thepage}

\title{Book}

\begin{document}
\maketitle
\tableofcontents
\chapter{First chapter}
\section{First section}\index{first section}

\printindex
\end{document}


Edit I had forgotten to add the \printindex' in my message. But it was allready in my tex-file.

-
where do you print the index? There is no \printindex command –  daleif Sep 13 '13 at 7:16
Welcome to TeX.SX! You can have a look at our starter guide to familiarize yourself further with our format. –  Heiko Oberdiek Sep 13 '13 at 7:31
Expanding on daleif's comment: LaTeX can't know where you want your index, so a \printindex command is necessary in the location. Don't forget to run MakeIndex. –  egreg Sep 13 '13 at 8:50
egreg: how can I run my MakeIndex, I don't see such a file in my directory? –  Anne O'Nyme Sep 13 '13 at 9:03
it is called makeindex and it is a part of your LaTeX instalaltion. In most cases you will have a makeidnex button in your editor somewhere. Otherwise you need to run makeindex file.idx` manually. This creates the index ready for LaTeX to include –  daleif Sep 13 '13 at 9:27