Web fonts on the Typekit website are not licensed for desktop use.
You would have to find the font foundry that makes or sells it and purchase (license) the font.
If a font is only licensed for web use on Typekit, you won't be able to sync it to your computer and use it in your desktop programs. However, you can often purchase a desktop license for these fonts from the foundry which owns them; Brandon Grotesque is from HvD Fonts (http://hvdfonts.com/).
Once you have downloaded and installed the font files, Brandon Grotesque will be added to the type menu in InDesign and all your other desktop programs.
I hope that this helps; let me know if you have any other questions!
On that last note, what if the OP was using the "publish online" feature? Technically that IS for a website, yet the OP would still not be able to use the font, despite the project being an online one only.
I'm splitting hairs, I know... but as we move more and more towards on-screen medium, I'm sure the question will come up again.