The reason Word displays nonprinting marks when you add an index entry is that index entry (XE) fields are formatted as hidden; Word is just trying to be helpful.
You can insert XE fields manually, if that's what you're asking. In the simplest case, the field has the following syntax: { XE "text here" }. To add the field delimiters, press Ctrl+F9; then type in the code. You'll have to read Help on field codes to learn more on XE field syntax. See
http://office.microsoft.com/en-us/wo...133.aspx?CTT=1 (Field codes in Word).