In order to have a document in landscape mode you should select a
template which is in landscape mode already, or select the "Use Blank
Paper: Landscape" option.

If you have already started a document, however, and wish to change
one or more pages to landscape mode, you need to add a new master
page.  Start on a page you want to reformat.  Select "New Master Page"
under Format -> Add Page.  It will ask you to name the page.  What you
name it is not important, as long as it is not called left or right
(or the same name as any other master page you are currently using).
This will generate a new master page based on the master page you are
currently using, so if there are things like headings and page
numbers, they will all be there as well.

Next, rotate the master page by selecting Format -> Customize Layout
-> Rotate Page Clockwise.  The body text box, as well as everything
else (like page number) will rotate.  Now, to make the text box in
landscape (as opposed to rotated with the rest of the page), click in
it, select Format -> Customize Layout -> Customize Text Frame, edit
the angle from 90 to 0, edit the "unrotated size" values to switch
width and height, and click "Set."

Then, go back to viewing the Body pages under the View menu.  This
will automatically try to reformat the page you were on and any other
pages that don't specifically select a master page.  However, you can
always change the master page usage again using Format -> Page Layout
-> Master Page Usage.  

If you need to format any further pages with this landscape format,
you can do this with Format -> Page Layout -> Master Page Usage as
well.