How indexing works
First, a search engine crawler must discover the URL and access it. The search engine then processes the page and analyzes its content and technical signals. After that, the URL may be added to the index.
However, search engines are not required to index every accessible page. The result may be affected by noindex, canonical, the URL's accessibility to the crawler, and other technical or content-related page features.
What this means in practice
If a page is not indexed, first check the HTTP status code, robots.txt, noindex, canonical, internal links, and whether the URL is included in Sitemap.xml. Then check the content itself and make sure that the page provides standalone value rather than duplicating existing material.
Who it is critical for
It is critical for any website that relies on organic traffic. Indexing requires especially close attention on large projects and websites with many similar pages.