Yes, @Prepress26710313guar. That is how you add an arrowhead to a stroke in InDesign. The OP wanted to add a stroke around the stroke with the arrowhead. That still isn't a feature in InDesign. We've outlined the various workarounds above.
I've used the stroke tool to add a line with an arrowhead, but I don't see an option to add a colored border to the line.