Briefly, no, it is not possible. But several things close to what you request are already built into Word.
In Word jargon, I believe what you are referring to as the Index s called the Table of Contents in the English language version.
Generating a Table of Contents - Complex Documents
If that is an Automatic Table of Contents,
- The entry in the TOC acts as a hyperlink to the part in the document.
- Deleting the part in the document will delete it from the TOC when it is updated.
Word also has the
Navigation pane which is not a document part but something you can display when looking at/editing your document on the computer. See screenshot below.
Use the Navigation pane in Word - Word
If your sections use Word's built-in heading styles for headings, the headings will be shown in the Navigation pane. Deleting a heading from the navigation pane deletes that section in the document body as well. It deletes the heading and all text between the heading and the next heading of the same level or higher.
Why use Microsoft Word’s built-in heading styles? by Shauna Kelly
If the TOC is then updated, the section you deleted will be deleted from that as well.