An alphabetical index does not created by concordate file.
This file can be created, opened, or edited, but not generate indexes.
About this method of generate of index existing chapter in help files "How to create and use concordate file".
I think that this feature does not work on all versions (?)
This function is available in OpenOffice.org 3.3.0
Already tracked in bug 46410
*** This bug has been marked as a duplicate of bug 46410 ***