How to make an index card on Microsoft Word 2016

To expand on what Charles has said, check what paper sizes are offered by your printer (look at the Paper tab of Page Setup). The screen shot below shows some of the sizes my dialog lists (farther down in the dropdown are several other card sizes, variously listed. In some cases these were sizes provided by the printer driver; others were defined in the printer Properties dialog (some printers--mostly laser--allow you to define custom sizes, and some of these are likely  holdovers from an older printer of the same brand). The result is that I have multiple listings for 3x5, 4x6, 5x8, etc.

If you don't see any of these sizes, you can investigate whether your printer driver allows you to define custom sizes. This will usually work better than defining a custom size within Word: often the printer will expect a Word document to be printed from a different print position than the default; for example, it may only work if the card is oriented to the left even though the printer is set up to print small sizes from the middle. You'll just have to experiment.