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
The update for 2015.4 isn't available in my CC desktop app yet so can't update InDesign to confirm. Thanks for your reply though.
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