Why did you choose InDesign? Would the design/content work just as well in Illustrator? If so, you could import the source artwork directly into Flash Catalyst and create your interactivity there.
Here are a few links that may help:
Fc Best Practices (talks through the Illustrator to Fc workflow)
Create a component from custom artwork (help docs on turning your artwork into a button component)
Create and interaction on a component (help docs on creating a link to a url)
Hope this helps.
Thanks a lot Tanya for your comments and links, as far why InDesign? Well, I feel more comfortable to layout the content using InDesign, even I know that I can get same results with Illustrator.
Sure. I can understand that. Just that I don't think you can import an InDesign file directly into Flash Catalyst to get at the button artwork (to create your button interaction). If you want to go the swf import route, then you will need to define the buttons and interactions separately in Catalyst.