But how index can be visualize.is it same as that of index on books.
Pretty much. Non-filtered indexes will have an entry for every row in the table, sorted per the index key like the index in a book. Each entry in the index has information that leads back to the row in the table that it represents in case a query that uses the index needs more data than in stored in the index to satisfy the rest of the query.
Table are allocated extents,then why why index are allocated pages .
Think of both index and table data as being stored on pages. Extents are something the storage engine deals in as an allocation optimization but is not usually important when thinking about the logical workings of an index, except maybe in the case of heaps.
If you're really interested in the inner workings get a copy of one of Kalen Delaney's books with "inside sql server" or "sql server internals" in the title.
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