The easiest way is to find a font that contains a small square. For instance, Zapf Dingbats has a solid square in the "n" character, so you can just type "n" as the leader in the tab dialog, then change the tab character to Zapf Dingbats. To make a smaller square, you can adjust the size and maybe baseline shift.
When you're happy with the leader, save it as a character style that you can apply to your tab characters. Use that character style as a nested style in your paragraph style, and it will happen automatically as you type.