The Un-Indexed Records search option is available on the bottom of the Record Type drop down list. It will perform a special search that shows the records that have no indexing values attached to them. This is useful for indexing records that were brought in from faxes, copiers, etc. NOTE that this will ONLY find Records that have absolutely NO indexing - not even a Record Type marker.
Clicking on the record in the search will take you to that record so you can view it or index it.