# How should we make index?

I wrote this LaTeX file with TexMaker and I don't know why there is no index in the PDF file. Please tell me where I'm wrong.

‎\documentclass[10pt,twoside,a4paper]{book}‎
‎\usepackage{amsmath}‎
‎\usepackage{amsfonts}‎
‎\usepackage{amssymb}‎‎
‎\usepackage{‎make‎idx}‎‎
\author{‎A H‎}
‎%define the title‎
\title{‎Modern Real Analysis‎}‎
‎\makeindex‎‎
‎\begin{document}‎‎
‎%generates the title‎
‎\maketitle‎
‎\tableofcontents‎
\chapter{‎Measure Theory‎}
‎In ‎this ‎chapter ‎we ‎introduce ‎new ‎definitions ‎.....‎
‎\section{‎Summery‎}‎

\chapter{‎Topologycal Aspects‎}
‎The ‎Riesz ‎Representation ‎Theorem ‎and ‎\index{‎‎Regular ‎Borel ‎measures} ‎are ‎most ‎important ‎things ‎in ‎this ‎chapter‎ ‎....‎
‎\section{‎Summery‎}‎

\chapter{‎Lebesgue ‎measure ‎in‎ ‎$\mathbb{R}^{n}$}‎
‎Thi‎s part want generalized ....
‎\section{‎Summery‎}‎
‎Page2 :‎ ‎\index{Alpha}‎
‎\printindex‎
‎\end{document}

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Welcome to TeX.sx! A tip: If you indent lines by 4 spaces, they'll be marked as a code sample. You can also highlight the code and click the "code" button (with "{}" on it). – egreg Nov 23 '12 at 7:48
I think it is probably the mthod you are compiling. You need to run pdflatex followed by makeindex and then pdflatex. I am unable to try your sample MWE as it contains spurious characters that result in compile errors. – Peter Grill Nov 23 '12 at 8:07