Dear Daniel,
I've only done three CUP embedded indexes, and I did them using DexEmbed. I've attached a cheat sheet that I compiled from information generously shared by other users. (Credits are at the bottom of the cheat sheet.)
I recommend looking at the "Quick Start Guide" on page 10 of the DexEmbed user manual and doing a practice index using that information. Also, once you've received the Word document from CUP, I recommend that you index two or three pages and then send it in to them to make sure that your file works with their system.
Good luck!
- Shana Milkie