On the Mac it is in the InDesign Menu (as it is with EVERY application on the mac), on Windows in the Edit Menu.
Honestly when I open the Edit menu there is no option labeled Preferences or anything like it. I'm using Windows, does anyone know where Preferences is?
It is in any Adobe application at the bottom of the Edit menu. If you don't see it, reset your workspace, Windows > Workspace > Select one of them or reset one.