It has to do with your font. Sounds like the Word document didn't use a Unicode font so characters are missing when imported into InDesign.
Make sure the font you're using in both Word and InDesign is an OpenType (Unicode) version and not an older TrueType or PostScript version. You can see this in the font's Properties; look for the words OpenType or Unicode in its description.
Unicode is the current font standard for the entire computer industry (since 2000). It uses a "universal" character encoding that maps each glyph of the world's languages to a unique codepoint (such as U+00E9 for e acute é). Unicode also maps punctuation, symbols, STEM symbols, dingbats, emojis, etc.
Unicode fonts ensure that the exact character is used in Word, and is also carried through into InDesign.
The characters are retained as the document moves between computers or software programs or even technologies (such as from Word to HTML).
I have an older, archived blog post on what's causing this at https://www.pubcom.com/blog/2013_12-03/unicode-accessibility.html
A good source of OpenType/Unicode fonts is https://fonts.google.com
Since you're looking for a specific language, the Noto family of fonts might have a font that works for you. The font family is being built out to eventually have the world's languages. See https://fonts.google.com/?query=noto
Also, use the Language search box on the right side to look for fonts for your specific language.