Problem with the PDF document generation [closed]

Question

I'm sorry I know that my message is more cryptic than the error itself but how can I generate a simple model of a code that is one hundred pages long?

Concerning the warning in the message log, it says:

Couldn't find input index file C:\Users\sarah\Desktop\folder\report nor C:\Users\sarah\Desktop\folder\report.idx. 

The problem raises when I put the bibliography after the appendices; in that case, no bibliography is generated in the PDF document. But when I put it before the appendices, the bibliography is integrated in the PDF document without any problems.

I am using MiKTeX 2.9 and TeXnicCenter on Windows 7.

Here is the general structure of the document:

\documentclass[12pt, openright, a4paper]{report}
\usepackage[latin9]{inputenc}
\usepackage{baskervald}
\usepackage[T1]{fontenc}
\usepackage{textcomp}
\usepackage[francais]{babel}
\usepackage{graphicx}
\usepackage{fancyhdr}
\usepackage[toc,page]{appendix}
\usepackage{nomencl}
\usepackage{enumerate}
\usepackage{float} 
\usepackage[dvipsnames]{xcolor}
\usepackage[Rejne]{fncychap}
\usepackage{amsmath}
\makenomenclature
\usepackage[top=2cm, bottom=2cm, left=2cm, right=2cm]{geometry}
\bibliographystyle{plain}
\begin{document}

%Document's core

\bibliography{my_bib}
\begin{appendices}
\end{appendices}
\end{document}