What is the index modulation in OFDM and Subcarrier Index modulation?
Yes OFDM-IM is somehow new and it's very hot topic of searching. That article you have shares is the basic of OFDM-IM. So if you are at the beginning to understand it, that's the right paper to to read and understand. 

OK let me explain that paper for you in easier way,

consider we have block with length 32 bits you want to transmit it, in the traditional OFDM, using 4-$QAM$ modulation, we supposed to have $32/2 = 16$ FFT size (which represents the number of sub-carriers). According to that figure 01 in the article you've shared, all sub-carriers will be active to convey data to receiver following the common steps of OFDM. 

Now, let's look at OFDM-IM, using the block whose length is $32-bits$ and 4-$QAM$. In OFDM-IM, we start by dividing our bits into two parts. each with length of $16-bits$ The first part will be handled similar to traditional OFDM, but the second part will be handled using OOK and using also that module added in Figure 01 called (sub-carrier index modulation).  How?? 

That second part, we start count how many zeros and ones we have in that block (it's called subblobk). suppose we have 10 ones and 6 zeros similar to that example in your article,That's ok, but the issue is how can we know the location of zeros and locations of ones? That's what the subcarrier index means!!!  It means that the index of sub-carrier will indicate that location. 

For example, in that example, you've 16 FFT size representing the number of sub-carriers, so we use each index to point that location of zeros. In other words, we use the subblock in 4-$QAM$ to show the location of zeros in subblock OOK. It means, we look at first bit in OOK, if it's 0 we let the sub-carriers to be empty, if it's 1 we upload the bits of $QAM$ into sub-carrier and so on. So, it's called OOK fashion. 

That's what the idea of paper you've shared, I will let the other parts of paper to you to analyze and understand. then you notice easily the gain of using OFDM-IM 

Hope that will help