The Glyphs panel is a good way to get a look at all characters in a font, but locating a specific one is still a case of hunting it down. So my tip is to download Peter Kahrel's Compose script: InDesign: Enter characters with diacritics and other special sorts | Peter Kahrel. I even assigned a shortcut key to it for easy access.
(On Windows, with the "International" keyboard selected, and on the Mac by default, you can also type system specific keys to manually 'compose' characters.)