Where do Cloud customers create and modify their indexes?

The Search Head UI is the correct place for Cloud customers to create and modify their indexes. In Splunk Cloud, the Search Head interface serves as the primary user interface where administrators can manage various aspects of their data, including indexes. Within the Search Head UI, users can navigate through the settings to configure index settings, defining parameters such as retention policies, data types, and indexing performance.

This interface is designed to be user-friendly, allowing users to make changes without needing deep technical knowledge of the underlying system. It provides a centralized location for managing indexes alongside other data management tasks, ensuring that all necessary actions can be performed efficiently.

Other options like the Cloud Command Line Interface, Data Management Console, and Control Panel serve different purposes or may not be available in the same capacity in all Splunk Cloud environments. The Data Management Console, for instance, is more about monitoring and reporting on data rather than directly creating or modifying indexes themselves. Thus, the Search Head UI stands out as the most appropriate choice for this task.