If you want the text or name of the node you can use this code:
Private Sub TreeView1_KeyDown(sender As Object, e As KeyEventArgs) Handles TreeView1.KeyDown
If e.KeyCode.Equals(Keys.Enter) Then
MsgBox(TreeView1.SelectedNode.Text)
MsgBox(TreeView1.SelectedNode.Name)
End If
End Sub
For the index number you can use this:
Private Sub TreeView1_KeyDown(sender As Object, e As KeyEventArgs) Handles TreeView1.KeyDown
If e.KeyCode.Equals(Keys.Enter) Then
MsgBox(TreeView1.SelectedNode.Index)
End If
End Sub
Just remember that it only gives it's location relative to the node it resides in. You won't be able to use this index to find the node relative to the root(unless this node resides in the root).