indexing posts

If you want to show that list of posts on your blog’s main page it may be as simple as changing your theme’s index.php file to not display things like ‘the_content’.

If you want that index displayed on a Page you will want to use the template tag, query_posts(), and use something like the code below, taken from wp-content/themes/default/index.php, in your loop:
<h2><a href="<?php the_permalink() ?>" rel="bookmark" title="Permanent Link to <?php the_title_attribute(); ?>"><?php the_title(); ?></a></h2>

Or resort to a plugin like: https://www.dagondesign.com/articles/sitemap-generator-plugin-for-wordpress/

Resources:
Template Hierarchy
Stepping Into Templates
Stepping Into Template Tags