It depends on how much you want to spend on this, and how easy you want to make it for your end-user(s). You can use free indexing tools like Copernic Desktop Search to index folders on your hard drive.

If you want to create a distributable CD or DVD that has the documents indexed for searching, you can use a software product like the one at the links below, or have someone who has the product create the indexed CD/DVD for you. There are service bureaus for this.

http://www.dtsearch.com/PLF_publish_2.html