how index store the data?

It's best to type in a full explanation of what you're looking for, not a seemingly random statement. The shortest answer is, it depends on what kind of index we're talking about. Longer answers would be, for clustered and nonclustered indexes, the storage mechanism is a balanced tree. But that's not complete enough for your needs, right? So please, type in a full question so we understand what it is you're looking for.