What's wrong with looking at your history through the browser?
Index.dat is generally found in your user profile directory: \Location Settings\Temporary Internet Files.
So long as you can view hidden and system files, your file search should be able to find it.
Also, there are several index.dat viewers available online. Simply search for "read contents of index.dat": https://www.google.com/search?q=read+contents+of+index.dat
Like @ultrasawblade says, most cleaner software (CCleaner, Cleanup, etc) remove the index.dat files. However, a good technologist would simply run any of a plethora of file recovery tools and recreate where you've been, if they really wanted to.
So you have to decide who would like to know where you've been browsing and who you need to hide it from:
If it's the government: give up. They can recover the information deleted AND overwritten from your drive, even if the drive is damaged severely. And if that's completely inaccessible, they can subpoena logs from the servers they think you might've been on and trace your tracks that way.
If it's your parents: buy your own computer, and stay off the smut.
If it's Geeksqad: just don't do illegal stuff, they don't really care otherwise, unless they're getting paid to find out by your parents (or your spouse).
If it's your spouse: what are you doing that it's so important to hide from them? If it would damage your relationship, why are you doing it? If it's a surprise gift they'll just love, why are they so suspicious that it might be something else.
The point is, if you're really trying to delete your tracks, hiding it from average people, use a cleaner program. It's fast and simple and more thorough than you could do manually yourself. If you're trying to hide it from techies who really want to find out: tough luck. If you just need to clear your basic traces, just empty your temporary internet files.