A family of Microsoft word processing software products for creating web, email, and print documents.
The simple answer is that the appendix title/heading must be in a style that is included in the TOC (one with an outline level of 1, 2, or 3 for the default TOC) or you must explicitly select that style in the Table of Contents Options dialog to be included. If the appendix headings are numbered, the numbering will be included in the TOC; otherwise, you can apply numbering to the TOC level assigned to the appendix entries.
See http://wordfaqs.ssbarnhill.com/TOCTips.htm#Content for the first issue and http://wordfaqs.ssbarnhill.com/TOCTips.htm#UnnumberedHeadings for the second.