You can hunt on private property, with the permission of the person who owns the land. There are situational regulations about how much distance must be between you, buildings, other people, and livestock. Be sure to familiarize yourself with these before you hunt on public property. Indiana also has many public areas where you can hunt. You can find a hunting location using the DNR's interactive hunting map. Be sure to check if the area is open for hunting before you go.
Check out these Terre Haute, IN Hunting resources: