There is no difference in the splunk software for search head and index. Its the configuration what it make the difference and assign the roles.
Indexes created on search head do not transfer to indexers automatically. You need to create index on the indexers manually or use a deployment server to push the indexes.conf automatically.
Since its a distributed architecture, you could decide which data goes to which indexer and index and based on that you can create index on specific indexers using Splunk Web or cli or using indexes.conf
Here is a detailed documentation about creating index in distributed environment.