You create a new IIndexDs object by calling the ICatalogSearchServerList.Add method, as in the following example, where objServer is the name you give to the IIndexDs object:
Option Explicit
On Error Resume Next
Dim objSearchAdmin, objBuildServer, objCatalogs, objCatalog, objServers, objServer
Set objSearchAdmin = CreateObject("Search.SearchAdmin.1")
Set objBuildServer = objSearchAdmin.BuildServer
Set objCatalogs = objBuildServer.BuildCatalogs
Set objCatalog = objCatalogs("KMSampleCatalog2")
Set objServers = objCatalog.SearchServers
Set objServer = objServers.Add("KnowledgeServer1")
...
'Release objects
Set objServer = Nothing
Set objServers = Nothing
Set objCatalog = Nothing
Set objCatalogs = Nothing
Set objBuildServer = Nothing
Set objSearchAdmin = Nothing