Hi Guy: traditional typography (pre-dating page layout applications) has long used a variety of spaces. For example, you will see references to indents in ems (em spaces) and ens (en spaces) where we now use 1st line indents.
InDesign uses all types of spaces, including many not present in traditional typography. Personally, I use a thin space on both sides of an em dash, though I have encountered people who think that is completely wrong. My take is be consistent: either use them, or don't use them, but be consistent throughout the document.
Here is a post I wrote to answer a similar question from a student a few years ago, that addresses typical uses of the various spaces: Adobe InDesign: Working with Spaces - Rocky Mountain Training
J'ai trouvé quelques précisions utiles dans votre article; mais vous ne dites tout de même pas si le "ponctuation space" est insécble ou non? Je penes (que oui?
Mais vous ne dites tout de même pas si le "ponctuation space"
"An ally of the figure space is punctuation space in InDesign, which has the same width as a face’s punctuation marks and can be used as a placeholder for decimal points or commas."
There's a good example of how this looks in the table found about halfway down the article.