Just think of Database Index as Index of a book.
If you have a book about dogs and you want to find an information about let's say, German Shepherds, you could of course flip through all the pages of the book and find what you are looking for - but this of course is time consuming and not very fast.
Another option is that, you could just go to the Index section of the book and then find what you are looking for by using the Name of the entity you are looking ( in this instance, German Shepherds) and also looking at the page number to quickly find what you are looking for.
In Database, the page number is referred to as a pointer which directs the database to the address on the disk where entity is located. Using the same German Shepherd analogy, we could have something like this (“German Shepherd”, 0x77129) where 0x77129
is the address on the disk where the row data for German Shepherd is stored.
In short, an index is a data structure that stores the values for a specific column in a table so as to speed up query search.