If you don't have a permit, it's against IN law to transport a handgun except home/fixed place of business from place of purchase, to and from a place of repair, and if your moving. Yes unfortunately we have to have a license to even go the the range.
If your traveling through IN lets say to get to MI, you would be covered under federal law. But it has to be unloaded and either in the trunk or if the vehicle does not have a trunk in a locked case. And you can't make any stops that are not necessary to continue the trip. ie gas and such.