what your screenshot is showing simply is a feature of Adobe Illustrator and not a feature of InDesign.
You could draw graphic lines with InDesign but you cannot change the stroke's width to different values along that path.
 Prepare the stroke with Illustrator and place the AI document in InDesign.
 Or copy/paste the object from Illustrator to InDesign.
Two objects will be inserted grouped together:
A. Your original path without a stroke.
B. A shape without a stroke and the fill color of your stroke in Illustrator.