first of all you could have a look there: http://helpx.adobe.com/indesign/topics.html?promoid=KFOJY >>> Learn & Support/InDesign Help and the further informations, videos aso.
>> I do not have the lesson files to follow the book for class.
What book are you talking about? There are no lesson files included with InDesign except for a handful which come with the Adobe TV tutorials.
I have Indesign CS6 Digital Classroom book
You'll need to et the lesson files from the publisher of the book. There's usually a CD included with the book, or a URL for you to use.