But it is.
"Click and hold the Rectangle tool to select either the Ellipse or Polygon tool."
To constrain to a circle (rather than 'any ellipsoid'), hold Shift down while you drag out your circle.
Hold down the tool that draws rectangles and you'll see the ellipse and polygon tools revealed. Any tool with a little arrow in the lower right has additional hidden tools you can access that way.
Congratulations, and welcome! In time, you will never want to try designing a document in Word again (insofar that was even possible). Don't know anything about Pages, though. It seems it sports a pretty end user targeted interface -- not something Adobe is bothered about...
Can we (the collective Wisdom) coerce you into buying a book, to help you get going? Sandee Cohen's Visual Quickstart for InDesign [Insert Your Version Here] is regarded one of the best: http://www.amazon.com/InDesign-CS4-Macintosh-Windows-QuickStart/dp/032 1573579
Thanks for that - I'm appreciating the support right now as it feels like a mountain. Had set aside the Christmas holidays to master it but the church I work for wants rebranding! I have Cs5 for mac so I will see if they've done a version of the book for that/