[Explain pkgIndex.tcl (one of the magic names), package, ...]
[Mention pertinence to "How to change a running system"?]
Be careful not to be confused by the title. Files named tclIndex are special to the Tcl auto-loader, powered by the unknown command.
Files named pkgIndex.tcl are special to tclPkgUnknown, the command registered by default with [package unknown].
The two mechanisms are different, though they (unfortunately) share the global variable $::auto_path.