Download the plugin. Make sure InDesign is not open, and run the .exe file to install. There is a Mac version, too. While you are at the KDP page, download the Previewer to permit easy viewing of mobi files as they will appear on various Kindle devices.
InDesign has a plugin for Adobe Digital Editions export to ePub format. Though you can convert ePub to mobi uisng Calibre, the results require a lot of editing to fix formatting issues. The new Kindle plugin reduces, but does not eliminate the editing required to produce a Kindle-friendly mobi file.