Generate an index from a Word document based on a list of words

I have a list of words:

Avocado
Banana
Canteloupe

I also have a Word doc. I want to know the page numbers where those words appear in the Word doc so that I can generate an index like this:

Avocado 6, 13
Banana 2, 20, 75
Canteloupe 11, 18

I'm using Word 2011 on Mac.