The text is marked in your document, but before you open the Index and Tables dialog box to create your TOC, you should:

Always move the insertion point first, otherwise you'll end up with the TOC in the wrong location. Usually you'll want the TOC to appear at the beginning of the document, so first place the insertion point at the beginning of the document. Then, on the Insert menu, point to Reference and click Index and Tables, then click the Table of Contents tab.