The process is very similar to the multi-level numbered list, but instead of selecting Numbers as the list type, select Bullets. A list of possible bullet characters will appear, but you may need to add the hollow bullet by clicking [Add…] and finding a font that has it. Arial does! As with the instructions for numbering, create a Paragraph style for each type of bullet you want, with indents set accordingly. You cannot get the automatic indenting with Tab key as you can in Word, but personally I find ID’s bullets and numbering far more powerful than Word’s.
I don’t like additional paragraph spacing between my bulleted paragraphs (the “Don’t add space between paragraphs of the same style” option in Word), so I have a FirstLine style of each of my bullet paragraph levels with the document paragraph spacing, with a Next Style set as the style without paragraph spacing (for example, “Bullets 1_FirstLine” followed by “Bullets 1”). I can then highlight paragraphs and format them instantly with the correct spacing using Apply Bullets 1_FirstLine then next style.