Go to File > New > Library and create a new library. Then you'll now have a library panel that you can add to the UI like any other panel in InDesign. You can then create a custom shape and simply drag it into this panel and it'll be added to your library.
I just gave this a go in CS4 and it works just fine. I was able to create a new object, open a new document and be able to drag my text frame into that new document. So you'd be able to create whatever shape you want and save it as an object.
Here's the Adobe help article that I found on the topic.
Update: If you're looking for library resources I found this site that has some download resources.
From the looks of it there aren't a lot of InDesign library resources online, but this is 100% what you need to achieve what you're doing. If you need shapes there are definitely vector resources available for Illustrator out there that would be very easy to copy and paste into ID. I know you were wanting to avoid that, but it really is the best available option.
The only library CS4 has is a button library, but it shows you can save complex vector shapes in there to use later, which is exactly what your students would need. I'll admit I didn't know about this feature and will now be fully integrating it into my workflow. Seems kinda goofy that the library isn't actually an option under the window menu.