First, Chip, I need to thank you. This was something I just kinda grew up "knowing about" but I don't think I ever really looked it up. Now I have, thanks to your invitation.
Ironically, the first google hits for Indiana for me were the dems.
http://www.indems.org/files/2016INdemsDelegateSelection.pdf
The process has the candidate delegates file with a "presidential preference." So, they have to select which presidential candidate they support. Then, amongst themselves, they decide which of those supporters will be the delegates. I have heard of people "splitting" them and getting half a vote.
The caucus states can get kind of funky. The candidates have their people at the caucus locations, and then those candidate people DO get "selected" by the caucus-goers. However, those candidate people are only selected to go to the next "tier" of the selection process, which may have county, regional, and/or (finally) a state-level gathering (i.e. state convention), where the people "selected" in the previous tier vote for the allocation of people selected in the current tier. So, the candidate people are still merely voting for allocation of a group of people selected by others (i.e. the state party apparatus).