In line with the fail-fast philosophy, dict access with d[k] raises an error when k is not an existing key. Every Pythonista knows that d.get(k, default) is an alternative to d[k] whenever a default value is more convenient than handling KeyError.

Index0.py

import sys
import re
WORD_RE = re.compile('\w+')
index = {}
with open(sys.argv[1], encoding='utf-8') as fp:
 for line_no, line in enumerate(fp, 1):
 for match in WORD_RE.finditer(line):
 word = match.group()
 column_no = match.start()+1
 location = (line_no, column_no)
 # this is ugly; coded like this to make a point
 occurrences = index.get(word, []) 
 occurrences.append(location) 
 index[word] = occurrences 
# print in alphabetical order
for word in sorted(index, key=str.upper): 
 print(word, index[word])