The answer is 'yes'...you'll find special characters on the text contextual menu in the 'Insert Special Character' command.
Here's an excerpt from the help file:
To add an automatic jump-line page number:
With the Type tool , drag to create a new text frame above or below an existing text frame that contains the story you want to track.
With the Selection tool, position the new text frame so that it overlaps the frame containing the story you want to track.
With a text insertion point active in the new text frame, type text such as "Continued from" or "Continued on", and then do one of the following:
To add a "continued from" page number, choose Type > Insert Special Character > Previous Page Number. You can also right-click (Windows) or Control-click (Mac OS) the text frame, and in the context menu that appears, choose Insert Special Character > Previous Page Number.
To add a "continued to" page number, choose Type > Insert Special Character > Next Page Number. You can also right-click (Windows) or Control-click (Mac OS) the text frame, and in the context menu that appears, choose Insert Special Character > Next Page Number.
Note: If the jump-line page number is the same as the current page number, make sure that you overlap the text frames of the jump line and the story, and make sure that the story is threaded to a text frame on a different page.
(Optional) With the Selection tool, hold down Shift as you select the frames containing the story and its jump-line page number.
(Optional) Choose Object > Group. This keeps the story and its jump line together if you move them.
If necessary, repeat this procedure to add more jump lines.
To insert the previous page number in a jump line using a keyboard shortcut, press Alt+Shift+Ctrl+[ (Windows) or Option+Shift+Command+[ (Mac OS). To insert the next page number in a jump line, press Alt+Shift+Ctrl+] (Windows) or Option+Shift+Command+] (Mac OS).