You install fonts in InDesign the same way you do any other application on your computer (somewhat different steps for Mac and Windows). You just need to install an OpenType font which contains the character set you need. InDesign supports all OpenType fonts.
Thank you Steve. I couldn´t find a font file for Latin Extended Additional available on internet, like other fonts are available. Somewhere I read the characters from the Latin Extended Additional I needed were something like "compatible" with many other common fonts. So I ended up using one of those other fonts already available in Indesign (maybe it was one of those OpenType fonts you mentioned) and finding the Latin Extended Additional characters I needed as unicode glyphs under that other font. I don´t understand how these things work really, but somehow I managed. Thanks much for your support.