Do we need to create index(custom) on each and every cluster node??

Hello, i am new to splunk. i am trying to deploy indexer cluster (single-site) as the diagram in the docs suggest that we need to connect every forwarder to each and every single peer in the cluster. my question is if am using my custom index (ExampleIndex) do i need to create this index on every peer node (either using WEB OR INDEXES>CONF) or no need of creating index on every peer node?? Thanks, SK