A primary key is the value which can be used to directly refer to a record in a table. It's typically a number, and must be unique.
I think this one is the INFORMATION_SCHEMA, though I'm not sure what their intent is. INFORMATION_SCHEMA returns information about the table you query against. See the following example:
You can do something like this:
SELECT * FROM INFORMATION_SCHEMA.COLUMNS WHERE TABLE_NAME = "My_Table"
Index values are a means for uniquely identifying and accessing a record quickly. Indexes are (ideally) faster than using a primary key.
I'm starting to fall asleep at the keyboard so I need to stop here. I hope this helps!