The explanation rushes through the steps and skips a critical operations. Currently the page reads: "3. In the Navigator for master documents (should open automatically, else press F5 to open) ..." The Instruction should read as follows: 3. If the Navigator is not already open, open it by pressing F5 or use the menu View > Navigator. 4. If not already in the Master View mode, press the button "Toggle Master View" 5. Press the Insert button to open the operations menu * To insert an index or table of contents, select "Index" * To insert an existing file as a subdocument, ... (etc. as it is) I offer this bug report to save other users the time I spent trying to make it work.
The subject documentation page is https://help.libreoffice.org/25.2/en-US/text/swriter/guide/globaldoc_howtos.html
Olivier Hallot committed a patch related to this issue. It has been pushed to "master": https://git.libreoffice.org/help/commit/cf0c6be8bfc13b80cbf549fdcd6cf5ab82934415 tdf#166355 Missing steps in "Working with Master Documents and Subdocuments"