To add a new Coveo index in Sitecore (tested on Sitecore 9.2)

Coveo.SearchProvider.Custom.config

<index id="Coveo_pub_index" type="Coveo.SearchProvider.ProviderIndex, Coveo.SearchProvider" patch:before = "*[3]">
  <param desc="p_Name">$(id)</param>
  <configuration ref="coveo/defaultIndexConfiguration" />
  <locations hint="list:AddCrawler">
   <crawler name="ContentCrawler" type="Sitecore.ContentSearch.SitecoreItemCrawler, Sitecore.ContentSearch">
      <database>pub</database>
      <root>/sitecore/content</root>
      <stopOnError>true</stopOnError>
    </crawler>
    <crawler name="MediaLibraryCrawler" type="Sitecore.ContentSearch.SitecoreItemCrawler, Sitecore.ContentSearch">
      <database>pub</database>
      <root>/sitecore/media library/Files</root>
      <stopOnError>true</stopOnError>
    </crawler>
  </locations>
  <strategies hint="list:AddStrategy">
    <strategy ref="contentSearch/indexConfigurations/indexUpdateStrategies/coveoOnPublishEndAsync"/>
  </strategies>
  <propertyStore ref="coveo/databasePropertyStore" param1="$(id)"/>
  <enableItemLanguageFallback>false</enableItemLanguageFallback>
  <enableFieldLanguageFallback>false</enableFieldLanguageFallback>
</index>