If you are creating a table from scratch, draw a text frame with the text tool. While the cursor is flashing in the frame, go to the Table menu and select 'insert or create table'.
If you want to place a table (like an XLS file), just take your selection tool (the black arrow in the toolbox) and then choose File>Place to locate the Excel file.
If you want to convert a 'table' that was designed with tabbed text in another program, select all the text, copy and paste it into InDesign. Then reselect all the text and go to the Table menu and choose 'Convert to table'.