The following post has an answer that describes how to use the multind package
How can I have two or more distinct indexes?
As @egreg mentions in one of his comments, there is also the imakeidx package- below is a MWE taken (pretty much) from the documentation (page 6, just before Section 4)
\documentclass{article}
\usepackage{imakeidx}
\makeindex[title=Concept index]
\makeindex[name=persons,title=Index of names,columns=3]
\begin{document}
Here is a list of things and people
\begin{itemize}
\item \LaTeX \index{latex}
\item Beccari \index[persons]{beccari}
\item Gregorio \index[persons]{gregorio}
\end{itemize}
And this is the end of the story.
\printindex
\indexprologue{\small In this index you’ll find only
famous people’s names}
\printindex[persons]
\end{document}