Each index is simply a collection of files, stored in a folder on your file system. Each index must have its own folder. You can create many different indexes by specifying a different folder for each.
Perceptive Search will default the index location depending on whether the index is personal or shared. For personal indexes, the default location is "[User Application Data]\Perceptive Enterprise Search\Indexes\IndexName". For shared indexes, the default location is specified in Tools > Preferences > Storage Options.
You can override the location by clicking the
Browse button.
Click Next when ready. You will be directed to the Confirmation page.