An .sdi concordance file is not just a list of words, one per line. It also contains other information needed to drive index build-up.
Ideally, the concordance file is built from the Insert
>TOC & Index
>TOC, Index or Bibliography
dialog through the File
menu, New
or Edit
item.
As a first aid remedy, open your concordance file in Notepad and paste ;;;;0;0
(4 semicolons, a zero, one semicolon, a zero) at end of every line. Save and update index.
Once you have your index, tune the concordance file parameters to get the index the way you like it.