I have an image of a gradient which i want to copy into a shape i've created in InDesign however when I click on the image, the gradient doesn't change in the colour box and so I'm unable to save that gradient and drag it into my shape. Any ideas?
InDesign doesn't always play nice with picking up gradients from other Adobe applications. If I were you I'd just select the shape you made in InDesign, and Place (File > Place... or Ctrl/Cmd+D the gradient's file into the shape. Some adjustments with the White Arrow tool should get you where you want to be.
Alternatively, you could try to make the gradient into a Swatch in Illustrator, save your swatches as
.ase and import that
.ase into InDesign. That seems a lot of work for just a single gradient, though.