Indexation is performed either by the recollindex program, or by the indexation thread inside the recoll program (use the File menu).
If the recoll program finds no database when it starts, it will automatically start indexation (except if cancelled).
It is best to avoid interrupting the indexation process, as this may sometimes leave the database in a bad state. This is not a serious problem, as you then just need to clear everything and restart the indexation: the database files are normally stored in the $HOME/.recoll/xapiandb directory, which you can just delete if needed. Alternatively, you can start recollindex -z, which will reset the database before indexation.