What version of InDesign do you have?
Where does the PDF come from?
Do you place it (it should work) or do you try to open it (which would not be possible)?
I have Indesign CC. The file comes from my PC documents. I tried to drop it down to the desktop icon, but it will not take it. I am not sure what you mean by "place."
Desktop Icon? What do you mean? From where do you want to drop it down?
Place: File > Place … OR Take the file from Bridge or Finder and drag it unto the open page.
Indesign will not load the pdf of my book from my files. But acrobat pro DC will. Why? I have Windows 10.
InDesign is not supposed to be able to "load" a PDF file. What are you trying to achieve?