bonjour mandraix!
sadly, it's not yet possible...
there are workarounds if you really needed it. the idea is that you export to pdf, convert it to text and use a script to parse the text from the pdf and find all occurrences of specific words and list them.
if you google for "scribus index" you will find several (not optimal) ways to do it...
you can go through tex, openoffice, or even write your own small script...
i really hope that we will find a way to make this scriptable in scribus, but as you experienced last week, for now there is no way to know on which page a word is, as soon as you have linked text frames that span over the page boundary.
ciao
a.l.e