If I want to share an indesign file to view through the web does the other party need to have indesign?
If you are talking about Share for Review, no, they don't need anything except the browser they are viewing it in.
I agree with Brad. I share for review with my manager and she does not have anything but Adobe Acrobat Pro. It seems to work fine.
I've never used Share for Review, what is its advantage over a PDF proof?
I've only used Share for Review once, truth be told, but the experience was positive.
In this case we worked on the file live. It was fun watching the comments happen at the side of my open document so we could tweak the file as we went along, and they would see that the changes were incorporated. And when it's not live, having the comments pop up when I next open the document was prettty cool.