First, you can find the official WordPress Codex document here.
- I am not using the default WP theme, but a customized version of the Neat! theme. The default theme includes an archives.php file, but the Neat! theme does not. I realized this only after I was unable to enter archives.php for the template name on the Edit Page screen. I deleted the page, copied the archives.php file from the default theme into the Neat! theme folder, recreated the archive index page, and then it worked.
- Make sure to CHMOD your .htaccess file from 644 to 666 before you create your archive index file, so that WordPress can update it. Otherwise, the Permalink for that page will not work.