How should an index page be setup/defined in Craft? Site construct question...

I have categories.   Craft knows where to find the template for a category - i.e. markets/{slug}.   

But I also have a Markets (categories) page with the first 6 entries for each category (market).  The template is markets/index.html.  

The same holds true for and index page with all my entries.  Craft knows where to find an entry posts/_entry - but what about the posts/index page? 

How should these pages be setup/defined in Craft - should they be a single page or something else?

Background - Right now, they aren't defined in Craft - but I realize that I probably need to add them to work with an SEO plugin.
Depending on the rest of your site structure, yes you can set these up as Singles.

Your other option is to use an Entry Type inside a 'pages' Structure, and in that template you list the first 6 categories in a defined Category Group (possibly selected in a dropdown, or through craft.request.segment() )

Documentation link on how Craft looks for index templates in case it's useful: https://docs.craftcms.com/v3/templates.html#index-templates.