The bible on my Aluratek Libre is in .txt format, that is it is just text no markup at all.
I imagine it is the same on your JBL.
What this means, that you probably want to buy/download a formatted bible probably in .epub (of course if one just converted the .txt to .epub it would not generate the index automagically
). I am sure, free versions of bible in .epub are available.
Second option: continue using your txt bible but simply bookmark the pages that interest you as you read, in effect you would create your own index.