Index file - size changed
By index file, you mean you place indexes on a dedicated filegroup that maps to the file in question?

Yes, it could indeed be smaller. Indexes can become fragmented over time (inserts and updates need to split pages when inserting into a range) causing free space on your pages over that defined by your fillfactor. If your fillfactor is say 80%, this is not maintained as pages are split, meaning your free space on a page could be 50%. When the index is rebuilt, your pages will be 80% full again, meaning less pages (space) is required for the index as a whole.

Do you mean your physical file reduced in size when viewed in windows explorer? The above describes the space used by an individual index. If your physical file has gone smaller, you must also have a process that shrinks the file to reclaim the lost space (autoshrink on or a job that shrinks?). In general, this is not good practice as your file will only have to grow again as more data is added and your indexes become fragmented again.