\documentclass{article}
\usepackage{makeidx}

\def\tag#1{\renewcommand{\thepage}{A.#1}}


\makeindex
\begin{document}


\tag{1}
Times\index{times}
\clearpage

\tag{2}
Times\index{times}

\tag{3}
Times\index{times}
\clearpage

\tag{4}
Times\index{times}


\printindex
\end{document}