LaTeX and PDF
For LaTeX-derived formats the extension writes \index{…} at the mark’s position. When a document has at least one mark, it also adds \usepackage{imakeidx} and \makeindex[intoc] to the preamble and one \printindex after the document body — or at your placement marker, if the document has one — so the index is built and listed in the table of contents with no configuration. In a document with a bibliography, where \printindex lands relative to the reference block follows from where you put an empty #refs div and the placement marker below it — see Placing the index. A document with no marks gets none of this, except six one-line \providecommand* definitions: every LaTeX-derived render carries the two cross-reference commands, and every one that does not emphasize a principal mention carries four more — three against a leftover .aux from a render that did, and one against a leftover .ind. They are described on The principal mention of a term.
A cross-reference is written into the same \index{…} command, through makeindex’s encapsulation channel — \index{cats|see{Felines}} — except where a term is marked two different ways, whose single composed entry carries the cross-reference in its printed text instead. A document that puts both attributes on one mark, or that composes such an entry, also gets one small \providecommand in its preamble, which prints cross-references through LaTeX’s own \seename and \alsoname, so a document loading babel keeps its translations. A document with neither gets nothing extra on this account.
A page range is written into that same channel, as makeindex’s own range operators — \index{otters|(} at the opening mark and \index{otters|)} at the closing one. Where either mark of the range is the principal mention, both ends carry the same encapsulation command, which is what makeindex requires of a range’s two ends, and the pages the two marks land on are recorded through the .aux so the span the index prints can be emphasized whole.
Placement is automatic unless you write a marker; see Placing the index.