The Graphical Courses Reference File Index node is designed to scan design files, not raster files (images).
To create a Reference File Index of images, create a new design file and attach the images via Raster Manager.
From there, up to you how you want to manage your index (one raster per design file for instance).
You can review your .gdx file with a text editor, to see if the extents match what you have in your design file.