There's the script solution http://www.indiscripts.com/post/2010/06/claquos2-pie-chart-builder-for-indesign
Or you can use a font called Chartwell
You can draw them manually (but who wants to do that?)
You could make them in Excel and print it to a PDF - then place that. (Or open the PDF in Illustrator to tidy up and apply your colours)
You could make them in Illustrator (although I find Excel more pleasant to work with in this particular area)