I decide to manipulate index page or all pages except admin page with plugin but I don't know which filters or actions control index page. for example if I want write plugin that shows a link to admin page which filter or action responsible for it?
There are only a few reliable filters for front end content,
the_content being the only one that seems reasonably applicable. With that you can insert content in the post body.
There are also actions like
template_include but I doubt those execute where you want them to and using them could be tricky anyway.
There is also a
loop_start action that executes, as the name suggests, when the Loop starts.
echoing content from that would be very prone to error though.
I don't honestly know it there is a hook that will work for you.