Hi Srikanth,
It sounds like maybe you are new to scripting (as you have not posted any code to show what you've tried so far)
If you generate the index using InDesign's indexing feature, the hyperlinks are created automatically.
If you create the index by hand, you're making life hard for yourself.
Perhaps you would be better off regenerating the index with an indexing script — like Marc Autret's Indexmatic
m.