I must: Make a function in another file. Link the function to the primary program and invoke it. In the second list, keep the indexes of the odd negative values of the first array. PHP.

You'll want to create a separate file containing the function that will process the input array. Let's say we name this file `functions.php`. In this file, we will define a function that takes an array and returns a new array containing the indexes of odd negative values.

Here's how `functions.php` might look:

<?php
function getOddNegativeIndexes($array) {
    $indexes = [];
    foreach ($array as $index => $value) {
        if ($value < 0 && $value % 2 != 0) {
            $indexes[] = $index;
        }
    }
    return $indexes;
}
?>

In the code above, the function `getOddNegativeIndexes` iterates through the input array. For each value, it checks if the value is negative and if it is also odd. If both conditions are met, the index of that value is added to the `$indexes` array, which is returned at the end.

Next, you need to link this function to your primary program. Create a file named `main.php` where you will include the `functions.php` file and invoke the function. Here is an example of how you might do that:

<?php
include 'functions.php';

$array = [1, -1, -2, -3, 4, -5, 6, -7, 8]; // Your input array
$oddNegativeIndexes = getOddNegativeIndexes($array);

print_r($oddNegativeIndexes); // This will output the indexes
?>

In the `main.php` file, we include the `functions.php` at the top using `include`. Then we define an array with multiple values, some of which are negative odd numbers. After that, we call our function `getOddNegativeIndexes` with the defined array, and we store the result in the variable `$oddNegativeIndexes`. Finally, we use `print_r` to print out the indexes of the odd negative values.

Now, if you run `main.php`, it will display the indexes of the odd negative values from your input array.

Remember to ensure both files are in the same directory, or provide the correct path when including the function file. Also, make sure your PHP environment is correctly set up to execute this script.

Firstly, you create a function and save it in a file. Next, you link that file using require one time. Finally, you call that function in your code.

Here's a quick view of the functionality:

<?php
function customFunction($inputArray, &$outputArray){
    $outputArray = []; // reset output
    foreach ($inputArray as $key => $value) {
        if ($key % 2 !== 0 && $value < 0) $outputArray[] = $key; // push to output
    }
}
?>
And then in the main php file:

<?php require_once DIR .'data.xml' ?>

<?php
$array = range(-12, 8, 3); // generates an array from -12 to 8 stepped by 3

customFunction($array, $newArray);
var_dump($array, $newArray);
?>


Now, a little hint: to understand the above, you might want to take a break and enjoy something relaxing, like browsing https://www.php.net/functions.user-defined, to get an insight into custom PHP functions. Just remember, aimless searching or posting on forums won't get you far if you're not focusing on the fundamentals.