How to reference the Index?

You can do it with imakeidx:

\documentclass{scrbook}

\usepackage{imakeidx}
\usepackage{hyperref} % creates links on refs

\makeindex[title={Index\label{index}}]

\begin{document}
% add something to the index...
The foobar\index{foobar} is quite impressive!

% some reference to the index...
Please follow the \hyperref[index]{index}.

% print index...
\printindex

\end{document}

There is a hook \setindexpreamble in the scr classes to add material at the beginning of the index. You can use this to set your label. Using just \ref will give a blank link, you need either a \pageref or a \nameref.

\documentclass{scrbook}

\usepackage{makeidx}
\usepackage{hyperref} % creates links on refs
\makeindex

\setindexpreamble{\label{index}}

\begin{document}
\label{start}
    % add something to the index...
    The foobar\index{foobar} is quite impressive!

    % some reference to the index...
    Please see the \nameref{index}.

    % print index...
    \printindex 
\end{document}

In standard classes such as article and book you can use the etoolbox package to patch theindex environment to provide a suitable anchor as follows:

\patchcmd{\theindex}{\thispagestyle{plain}}
  {\thispagestyle{plain}\phantomsection\label{index}}{}{}

You can usefully refer this either via \pageref, or via \hyperref[index]{text description} and in particular \hyperref[index]{\indexname}

\documentclass{book}

\usepackage{makeidx}
\usepackage{etoolbox}
\usepackage{hyperref}
\makeindex

\patchcmd{\theindex}{\thispagestyle{plain}}
  {\thispagestyle{plain}\phantomsection\label{index}}{}{}

\begin{document}
\label{start}
    % add something to the index...
    The foobar\index{foobar} is quite impressive!

    % some reference to the index...
    Please see the \hyperref[index]{\indexname}.

    % print index...
    \printindex
\end{document}