Adding Pinyin to Chinese Characters in InDesign on a Mac

You can do it with a CJK version of InDesign. The feature is called "Ruby" in InDesign (and elsewhere, although the Japanese name "furigana" for the pronunciation guide above the kanji is what I learned) but you can use the tool to set Pinyin above your Chinese characters. I haven't any idea what it's called in Chinese, though.

If you're comfortable working in a Chinese UI you can switch to a Chinese interface and toolset by going to your Creative Cloud app, opening up the Preferences, heading to the App section, and changing the language to either Simplified or Traditional Chinese, then reinstalling InDesign (uninistalling beforehand is not necessary). 

If you'd rather retain an English UI with a CJK toolset, here's a howto that Ken Lunde posted back in 2017. I don't know if it's still applicable, so use it at your own risk, but it looks like it ought to work just fine, even five years later.