First you need to know that what some people call a print index, others might call a print bibliography or an explicator. They all mean the same thing. This guide will stick with "print index."*
What is a print index? In a nutshell, a print index is a book that lists citations to articles. Before going into more detail about print indexes, let's go over articles and citations.
An article is a published item with its own title that appears in a book, magazine, journal, newspaper, newsletter, or another periodical. Typically you'll find more than one article in a book, magazine, journal, etc. For example, if you flip through Sports Illustrated, you'll find items with different titles like "Double Play" and "Fight to the Finish." Sports Illustrated is the magazine; "Double Play" and "Fight to the Finish" are articles.
Why do you need to know what an article is? You use a print index to locate articles.