Do you know where can I find my index files are?

There are no separate index files unless they were specifically generated (that does not happen by default). The index information is in the fastq read header even in the "Undetermined" reads file. You can use my answer here C: Demultiplexing reads with index present in the labels to identify indexes present in your data. Once you have that information you can demultiplex the data using a program from BBMap suite (C: Demultiplex Illumina run using custom index configuration ).