I'm using InDesign CC 2014.1 and I can't find Frame Grids. They're mentioned in the PDF documentation and here, https://helpx.adobe.com/indesign/using/frame-grid-properties.html#change_frame_grid_proper ties, but I can't seem to find the panels that are talked about. Thank you.
Any tool which creates frames can create frame grids.
As long as you are drawing and not releasing such a tool, it maybe the text tool, it maybe the loaded curser, it maybe any of the frame tools you can click the arrow keys up to in´crease the number of raws or down to decrease, or use the left and right arrows to decrease or increase the number of colums.
The distance is per default the default gutter for columns on the master page.
Some frames, like polygons and stars would increase the number of corners, with those tools you have to click once the space bar to toggle between grids and corners as long as the curser is not released.