When you save a JPG with a clipping path and place it into InDesign, the clipping path should automatically be applied.
First check that the clipping path is created correctly in Photoshop. Make a path with the Pen tool or other vector tool. In the Paths panel, give the path a name. Then in the Path panel menu, choose Clipping Path.
Save the Photoshop file as JPG (you don't have to save as JPG because PSD also supports clipping paths).
In InDesign choose File > Place. Your clipping path should automatically be applied.