It is not clear to me what kind of issues you are experiencing, so I will give you complete example on how to use modern LaTeX engine (lualatex or xelatex) with xindy. With pdflatex, there might be some problems with accented characters, see this answer for some details.
So in our example, we have utf8 file with some Czech language index and glossary entries:
\documentclass{article}
\usepackage[]{fontspec}
\usepackage[czech]{babel}
\usepackage[xindy={language=czech, codepage=utf8}, style=altlist]{glossaries}
\usepackage[xindy, splitindex]{imakeidx}
\usepackage[itemlayout=singlepar]{idxlayout}
\setmainfont{TeX Gyre Termes}
\makeglossaries
\def\xindylangopt{-M lang/czech/utf8-lang}
\makeindex[options=\xindylangopt]
\makeindex[name=nameindex,title = Index of names, options=\xindylangopt]
\newglossaryentry{first}{name = ddd, description = {První položka}}
\newglossaryentry{second}{name = čokoláda, description = {Druhá položka}}
\newglossaryentry{third}{name = cosi, description = {Třetí položka}}
\begin{document}
Hello worls, \gls{first}, \gls{second} and \gls{third}
\index[nameindex]{Čapek, Karel}
\index[nameindex]{Hašek, Jaroslav}
\index[nameindex]{Cílek, Václav}
\index[nameindex]{Deml, Jakub}
\index[nameindex]{Chalupa, Václav}
\index{Hello|see{Entry}}
\index{Entry!Subentry}
\index{Entry!Another subentry}
\index{What|textbf}
\printglossary
\printindex[nameindex]
\printindex
\end{document}
Some important points:
\usepackage[xindy={language=czech, codepage=utf8}, style=altlist]{glossaries}
glossaries package have built in xindy support, we only have to set xindy option and pass correct arguments for language and codepage. makeglossaries script will take care of correct xindy call for us.
\usepackage[xindy, splitindex]{imakeidx}
...
\def\xindylangopt{-M lang/czech/utf8-lang}
\makeindex[options=\xindylangopt]
\makeindex[name=nameindex,title = Index of names, options=\xindylangopt]
for index creation, we use imakeidx package. There we create two indexes, one general and other for names. xindy option will call xindy automatically on LaTeX run
\xindylangopt macro defines xindy options for language processing, -M lang/czech/utf8-lang will use xindy module for the Czech language in utf8 encoding.
two uses of \makeindex will create two indexes, there are many options which can be used for formatting of these indexes, see imakeidx manual.
For example of another mean of controlling index appearance, I used also
\usepackage[itemlayout=singlepar]{idxlayout}
which will result in index in run-in style. I don't like it much, I just wanted to show you what can be done :). idxlayout package really isn't necessary, but maybe you will find it useful.
Now how to compile the example:
lualatex sample.tex
makeglossaries sample
lualatex -shell-escape sample.tex
first lualatex run will write glossary and index entries, makeglossaries script will compile the glossary, second lualatex run is with -shell-escape option, so indexes are creaed by imakeidx automatically.
The result:

.idxfile with script provided in this answer: http://tex.stackexchange.com/questions/131334/how-to-sort-alphabet-index-in-vietnamese-correctly/131356#131356 – michal.h21 Nov 17 '13 at 11:56Entry:\index{Entry!Subentry}and\index{Entry!Another subentry}? – tatojo Nov 19 '18 at 15:10singleparoption foridxlayoutpackage. Just don't use this option. – michal.h21 Nov 19 '18 at 16:41