In order to have a document in landscape mode you should select a
template which is in landscape mode already, or create a new custom
document.  In the custom document window it allows you to specify the
orientation.  Just switch the width and height of the page and you
should be all set.

If you have already started a document, however, and wish to change it
to landscape mode, you need to add a new master page.  Select Format
-> Page Layout -> New Master Page.  A dialog box will appear, and ask
you to name the page.  What you name it is not important, as long as
it is not called left or right.  You will then see a blank page.
Select Format -> Customize Layout -> Rotate Page.

Now, however, you have a rotated page with rotated text, which
probably wasn't what you wanted.  To un-rotate the text, select 
Format -> Customize Layout -> Customize Text Frame, and change the
rotation from 90 degrees to 0 degrees.  You will also need to swap the
height and width of the text frame.  

Now that you have the master page setup, you need to apply this to any
pages of your document which need to be in landscape mode.  Select
Body Pages from the View menu, and the go to the page you want in
landscape.   Then select Format -> Page Layout -> Master Page Usage
in order to apply the landscape format to the page you are on.

Any time you want an additional landscape page, you would again apply
the master page you created in landscape mode to that particular body
page.