Also, think about what I said before. Do you really need a list comprehension, if company_links contains a single value?
And think about what the function is doing. "get_company_index" gets the company index from
one page. The for-loop it is in handles the repetition.
However, you're almost there, and you're making progress

. Programming is a hard skill to get, but once you have the basics; once you get a feel for the "zen", if you like, then things suddenly become a lot clearer.
The problem is getting that initial understanding, which is terribly hard.