Search for a nonsense string of letters (like "rvzy") from the home screen. The next screen should pop up, likely saying there are no results. Under that, if there are any books that haven't been processed, it will show you the number of books remaining to be indexed. If you touch that, it'll show you which ones are left.
Your Kindle should start indexing new books automatically.
If you find this is not the case, however, there isn't a way I know of to manually start the process.
Mine got off track before--when I would search the highlighted word would not be the correct word. It would usually be the right page, but it was annoying to have it broken like that.
I had to delete the index files to get the Kindle to re-index. This worked, but unfortunately everything must be indexed again, and this can take a very long time if you have a lot of books on your device. If you think you need to do this, see here for the process:
https://www.mobileread.com/forums/sho...4&postcount=11