Insertion is unordered, chaotic, on arrival. The index which is created does have order where elements are inserted in proper location in the linked list which is the index. Think of a triply linked list for an index, where you have a forward moving link from one index element to the next, a backward looking link for the traversal and integrity purposes, and then a set of pointers to the actual records in the table which match the indexed element in question.
Actual data, chaotic in storage. Index associated with the data, ordered in storage and construction. Actual pull of data, ordered or unordered, depends upon the query involved.