Index - Referencia de produto mais página

You say 'cross-references', but I assume you mean 'page references'.

In your sample the topics have the same pattern: two digits, dot, two digits, dot, four digits. So you can find them all and create topics and page references. A simple script can handle that:

d = app.activeDocument;
app.findGrepPreferences = null;
app.findGrepPreferences.findWhat = /\d\d\.\d\d\.\d\d\d\d/.source;
found = d.findGrep();
if (found.length > 0) {
  if (d.indexes.length === 0) {
    d.indexes.add();
  }
  index = d.indexes[0];
  for (i = found.length-1; i >= 0; i--) {
    topic = index.topics.add (found[i].contents);
    topic.pageReferences.add (
      found[i].insertionPoints[-1], 
      PageReferenceType.CURRENT_PAGE
    );
  }
}

Do you have ParaStyle or CharStyle applied to those references?