\documentclass{article}
%\documentclass{amsart}
%\documentclass{jsarticle}
\usepackage[nonewpage]{imakeidx}
\makeindex[columns=4, title=Alphabetical Index, options= -s example_style.ist]

\begin{document}
\tableofcontents
\printindex

\section{Introduction}
In this example, several keywords\index{keywords} will be used which are important and deserve to appear in the Index\index{Index}.

Terms like generate\index{generate}, a great\index{great} list and som other\index{others} terms that might be important\index{important} 
will also show up. Terms in the index can also be nested \index{Index!nested}

\section{Second section}
This second section\index{section} may include some special word, and expand the ones already used\index{keywords!used}. 
\end{document}