You can find this option on the "Index" tab within "Project | Website Options". The Index works in a similar way to the Index in your help file, except that you cannot associate multiple Topics to one index entry. In a help file if you have more than one Topic with the same index, a dialog screen appears asking you which one you want to show. In the website you cannot do this, so the first Topic associated with this index entry is loaded.
If you want to use a background image for your Index, select it using the [...] ellipsis button and check the "Use Background Image" option. Or you can just use a background color by selecting one from the drop down combo box.
You can also choose the Font settings for the Index tab.