To have footnotes appear at the end of the document, you need to convert them to endnotes. If you want the endnotes to appear before your index, that can only be done if the text to which the endnotes are attached is all in the same Section. If it is, you can tell Word to put the endnotes at the end of the Section, then insert a Section break between the 'body' of the document and the Index.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]