How to Create Dat and Idx Files?

[Migrated content. Thread originally posted on 07 May 2011]

i create a new project in Visual Cobol R3,

== File,
== New,
== Project,
== Cobol,
== Native,
== Console Application

And create an simple application, to insert, to update, to delete and view
many registries.

My Select is:
select vendedores assign to disk
organization is indexed
access mode is dynamic
file status estado-vendedores
lock mode is manual
record key is chave-vendedores.

My FD is:
fd vendedores
label record is standard
value of file-id "C:\Programa02\Vend.Arq".
01 registro-vendedores.
02 chave-vendedores.
03 codigo-vendedores pic 9(3).
02 nome-vendedores pic x(40).
02 filler pic x(30).

In folder "C:\Programa02" there are only "Vend.Arq", i dont see the "Vend.idx",
how can i create an "Vend.Arq" and "Vend.Idx" files in Visual Cobol ?