An index you create on a federated search head for the purpose of running federated searches. Each federated index maps to a specific remote dataset on a federated provider, such as an index or saved search. Federated indexes can't be targets for data inputs.
When you write a federated search you invoke federated indexes by name to indicate that you wish to search the datasets to which the indexes map.
Federated indexes are governed by federated index definitions, which you create and manage in Splunk Web.
For more information
In the Search Manual: