Moving to Indesign
What version of InDesign are you using? And on what operating system? Switching keyboard ("input methods") is in your OS, not in InDesign. InDesign has had the capability to display right-to-left languages since CS4, but only the Middle East edition has the abilities to actually manipulate Hebrew text. If you're trying to do a bilingual, bidirectional document, you'll need the ME edition. If you are a CC subscriber, it comes with your subscription; if you are not, you'll need to buy another version of ID, or a plugin that will allow you to access those RTL features.