Changing fonts and applying formatting to text is really basic stuff. It sounds like you need access to a book or some instruction on InDesign basics. InDesign is a pretty tough program to learn on your own with no instruction. It's not something that could be done by asking random questions on a forum I'm afraid.
I'd suggest Sandee Cohen's Visual QuickStart Guide:
Or InDesign CC Essentials by David Blatner on Lynda.com. You can get a 10 day trial for free.
No, I want to change all the times a word appears in a document to a different font automatically
Sorry, I didn't get that from what your wrote.
If you are searching for a particular word, and want to change the formatting of that word, you don't need GREP.
Just use Edit > Find/Change.
Enter the word you're seaching for in the Find What field. Leave the Change To field blank.
Click the icon at the top right of the Change Format section, and change your font formatting in the Change Format Settings.