I want to do in InDesign (CS5.5) that, what i get in Photoshop if i make a "stroke" around the letters.
Is it posible?
Window>Stroke to bring up the stroke pallet where you set the stroke weight, etc. When selecting the stroke color, make sure you have the stroke selected, and not the fill (see screenshot).
If this isn't what you want, can you post a screenshot of how it looks in Photoshop?
You will have more control using the Stroke and Swatches panels.
Select your text
Click the icon in the Swatches panel for the Stroke color
Click the swatch you want applied (such as Red)
Move to the Stroke panel
Set the stroke weight, style, alignment (inside or outside of text glyph), etc.
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