As mentionned in comments: you need a way to send your static files to the client. This can be achieved with a reverse proxy like Nginx, or simply using express.static().
Put all your "static" (css, js, images) files in a folder dedicated to it, different from where you put your "views" (html files in your case). I'll call it static for the example. Once it's done, add this line in your server code:
app.use("/static", express.static('./static/'));
This will effectively serve every file in your "static" folder via the /static route.
Querying your index.js file in the client thus becomes:
<script src="static/index.js"></script>