As we know MongoDB index structure is Btree,I am not sure the memory data store in which place , whether it also store in the disk.
so I do a test, connect with ./mongo --port *****

add a index in memory not insert data , wbxcuser.X will be enlarge, so we guess it have store the index data like real object store .
16404 rw------ 1 root root 16777216 Sep 10 07:18 wbxcuser.ns
65604 rw------ 1 root root 67108864 Sep 10 07:18 wbxcuser.0
131204 rw------ 1 root root 134217728 Sep 10 07:18 wbxcuser.1
262404 rw------ 1 root root 268435456 Sep 10 08:02 wbxcuser.2
524804 rw------ 1 root root 536870912 Sep 11 01:41 wbxcuser.3
1049604 rw------ 1 root root 1073741824 Sep 11 02:10 wbxcuser.4

but communicate with Mark Hillick

answer:As far as I know, there's not way of finding out the physical disk location of where the actual index is located. If you want to make a feature request for such an option, please create a request on JIRA.