Re index and contents - I don't know the rules, though I would guess it would help if you did the work beforehand. But if you're writing with a decent word processor, it should come with tools for building these things automatically. Or at least, semi-automatically, anyway. (which leads me to another point - never trust the computer when it does things for you. Always check the index it's built for you, etc, to make sure it's right)
The other point; giving credit to sources:
The traditional way of giving credit to a work (whether a web page, a book, or whatever) is to include their references in footnotes on the pages where they appear. A bibliography would also be useful if there's a lot of them; this is just all the references collected together, similar to an index. (again, most word processors can generate footnotes and bibliographies automatically)
With web sites, it may also be an idea to ask the owner's permission.
It is important to be careful when dealing with people online in this way - be wary of giving too much information about yourself - but my advice would be to look up their email addresses, explain politely what you plan to use from their site, and ask how they would like to be credited.
Not everyone will be happy to help you, and some may even object to you using their material, but even then it's probably better to have found that out before you used it than afterward.
But I suspect that most people will be pleased for the recognition, and will gladly give you the information you need. I know I've had experience of being on the receiving end of queries like this for my own website, and it is a very gratifying experience
The other thing with getting information from web sites is not to treat everything on the web equally. Just because the information comes from a fancy-looking site does not necessarily mean it's accurate or even truthful. With printed books it's relatively easy; for them to have been published in the first place, they would have gone through an editorial process which should help the quality of the information remain high. But with web sites, anyone can write anything, no matter how inaccurate. So make absolutely certain that your source is trustworthy, otherwise you may affect your own credibility if you use it. Cross-check the information, see if it's repeated elsewhere, or contradicted. Be thorough.
Okay. I think I've said enough. Good luck with your writing.
