How do I make a Site Index?

Here's the quick, nontechnical method:

1. If you don't have CATEGORIES included in your sidebar, go to your Sidebar Widgets editor and include it.
2. Open a page of your blog up so that you can see the CATEGORIES sidebar with all the categories listed.
3. Carefully highlight all of the categories in the CATEGORIES box and copy them to the clipboard.
   1. Press CTRL-C for PC.
   2. Press CMD-C for Mac.
4. Open the Manage Pages part of your Dashboard and create a new page.
5. Paste the contents of the clipboard into the editor.
   1. Press CTRL-V for PC.
   2. Press CMD-V for Mac.
6. Edit the list as you see fit.
   1. Remove extraneous categories like "Uncategorized."
   2. Create a "Recommended" or "Most Popular" list of categories above or in place of the alphabetized list.
   3. Add static, descriptive text before or after the list.
   4. Bold certain categories to make them stand out.
7. Name the page and save it.
8. If you don't want to have a separate sidebar listing of categories, go back and remove the CATEGORIES Sidebar Widget.

Don't forget that pages created in this way are NOT self-updating like the CATEGORIES widget in the sidebar. You'll have to redo the entire process every time you add a new category to any post, or you'll have to learn how to edit the page yourself to add the category and the link.

Credit to ptvguy for the help.