In Confluence OnDemand,

If you go to Wiki->Configuration->General Configuration...
Hover down to "Did You Mean (English Only)" - there is a link to a Confluence page where you can build your indexes.
However, there is no other place that allows you to build indexes. This is confusing and strange as you are now stuck in a menu that is not shown on the left nav and nowhere to go back to.
Either disable this functionality if it's not intended for OnDemand usage OR to put an indexes section for re-indexing etc like JIRA OnDemand.

Thanks.