The index.dat file is a system file. Think of it as a checkout record in a library. Without it, the library doesn't know which books are checked out and which are in house.
Recent is also a system file. The computer stores information regarding what files and folders you have recently opened, and MS Office does the same. It has nothing to do with the compatibility pack. It makes it easier to open them again when you go back to it.
As for the .LNK files, those are shortcut files to the actual files and programs on your computer. All the things in your start menu are .LNK files for example as is practically everything on the desktop.
See here: http://www.sharpened.net/helpcenter/file_extension.php?lnk
If you don't like having these footprints in your computer, there are programs that will remove the footprints, but they will repopulate as you use the computer and programs.