AFAIK, the index editor supports page-break delimited lists pasted via the clipboard.
To generate an index from a list:
- Create a text file with one word per line
- Select all lines and copy them to the clipboard
- Select Tools > Index > Index Editor
- Right-click the large white area in the Index Editor (or press CTRL+E) and select Add Entry, paste the entries from the clipboard and click Save.
- Select Tools > Index > Create Index