I'm working in InDesign 2015.3 but it doesn't include the new overlays panel as mentioned here:
Will this panel be available in InDesign 2015.4?
I believe it should be there already in 2015.3 but I can confirm I'm using 2015.4 and the 'Overlays' sub-menu is present in the Window menu.
The updated overlay panel was part of the 2016.6 release: History of new feature notes for AEM Mobile releases
I believe the 2015.4 update was released in June. You may have updates disabled on your machine (Disable auto-updates in Adobe Creative Cloud and Adobe Creative Suite 6 apps).
Can you check this file /Library/Application Support/Adobe/AAMUpdaterInventory/1.0/AdobeUpdaterAdminPrefs.dat ?
If the value is set to one, you can change it to '0' and then restart.
Hope that helps