This is a requirement imposed by the Amazon Publishing Guidelines.
There is a sample file in the guidelines, but I have yet to find anyone who has been able to make it work.
Internet searches turn up thousands of people talking about it, but little information.
The mysterious "NCX", it turns out, stands for "Navigation Control file for XML applications".
It's a standard imposed by the "National Information Standards Organization, Digital Talking Book Standards Committee", and is intended to help "print disabled persons" navigate through reading material. A full explanation is included in the quote from NISO at the end of this post.
I'll post more about this later, as I find accurate information.
I found some tutorials that may be of help to programmers. I'll post links to them, but you are on your own with these tutorials, since I am not a programmer, I don't know if they work or not.
Below are links to some pertinent websites:
Below is a quote from NISO to explain the Navigation Control File
National Information Standards Organization
Digital Talking Book Standards Committee
Document Navigation Features List
8. Navigation Control File NCX TEXT FILE FORMAT
8.1 Introduction (This section is informative.) The Navigation Control file for XML applications (NCX) exposes the hierarchical structure of a DTB to allow the user to navigate through it. The NCX is similar to a table of contents in that it enables the reader to jump directly to any of the major structural elements of the document, i.e. part, chapter, or section, but it will often contain more elements of the document than the publisher chooses to include in the original print table of contents. It can be visualized as a collapsible tree familiar to PC users. Its development was motivated by the need to provide quick access to the main structural elements of the document without the need to parse the entire marked-up text file, which in many cases may not be present at all. Other elements such as pages, footnotes, figures, tables, etc. can be included in separate, nonhierarchical lists and can be accessed by the user as well. It is important to emphasize that these navigation features are intended as a convenience for users who want them, and not a burden to those who do not.