You can jump to a specific location (there are no pages per se, it uses 'locations' instead, which are like small pages).
Most books have a linked Table of Contents, so that you can go to the TOC, then click on the link for Chapter 4, for example.
Whether there is a linked index is completely up to the publisher. I wouldn't hold my breath.
However, you don't need an index, since you can search for any word and jump to the place(s) that the Kindle found that word.
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