Given a set of cells in a spreadsheet, we can go into those cells and find what we need. INDEX() is a way to find cells using offsets, such as getting the fourth row and third column of a range of cells. MATCH() is a way to find a row or column number that corresponds to a search value, such as finding the row for Georgia.
VLOOKUP() assumes a structure for the range. The first column is the values that will be matched, and the other columns will have the values to be used. For example, a mail order company has a table where zip codes are in the first column, the second column is the tax rate for that zip code, and the third column is the shipping charge to that zip code. Excel requires that the first column is sorted (while MATCH() does not require a sorted list).