gathering files to create a table of contents and index

[Dee Randall]

I am wondering if there is software to accomplish this or if it can be done
in Word:

gathering all of my files that relate to a particular subject consisting of
Word documents, emails, newsgroup messages, url links; putting them into one
large file (or whatever one would call it (a book?), making a table of
contents for myself and indexing it by subject.

If this is not a topic for this newsgroup, could you help out with another
newsgroup that I might direct this query to?

Thanks,
Dee