There are two main ways to link to information in other Word files:
a. Use an INCLUDETEXT field
b. Use a LINK field
In both cases, you can link to a bookmarked area of the document.
INCLUDETEXT is probably the more useful of the two. So if you have marked an area as "abc" you can use the field code
e.g. { INCLUDETEXT "c:\\somepath\\some file.docx" "abc" } to include the material you need
(The {} are special field code braces that you can insert using ctrl-F9 on Windows Word. The ordinary { } don't work).
I can't tell from your description whether that technique would be enough for you - perhaps best to try it out.
For the building TOCs, TOAs and INDEXes with entries from multiple Word documents, the other potentially useful field is the { RD } (Referenced document) field - probably best if you research that yourself.
Peter Jamieson