Index in a nutshell

In a databse table data stored in pages. One page is 8KB. Without an index these data pages are stored not in an order. Since there is no order of datapages accessing is slower as it required to scan through all the pages and records to find coorrect record.
To overcome this problem, an index can be created. Similar to data, indexs are too stored in pages. An index in a index page contains the index key value and the reference to the next page and at the leaf level, index key and the row locator to the actual data row or reference to the clustered key (if there is a clustered index).
Since an index refers to a row locator if there is no clustered index, still it required to scan all the records if a column is searched other than the column(s) in the index key.
If there is a clustered index, then the leaf levels of index refers to the clustered index key.
In clustered index, in the leaf levels itself contains the actual data pages and are in order. That is the differece than the non clustered index.