Here's a list of FAQ's about gun ownership and licensing in Indiana, found on the state police website:
You do not need a permit to bring a gun there, if you keep it in the trunk or wherever you are staying. If you are simply bringing guns for recreational target shooting, and keep them stored (inaccessible) during travel, then you are good to go. You would only need a permit if you plan on carrying. Fortunately, Indiana recognizes carry permits from other states.