Notwithstanding @mikekaganski’s sound advice, you can do what you want at the cost of a tricky workaround. I don’t recommend it because it complicates the document structure and may cause instabilities. But you may have a try.
Create a frame to reserve room for your image and caption: give it precise dimensions (larger than the image and caption) so that it “locks” the space. Take care of all the attributes like position and wrap property.
Don’t anchor it To page. Use the usual To paragraph *mode, otherwise you’ll experience strange (for newbies) issues when you edit your book.
Inside this frame, insert your picture or another frame into which you’ll paste the picture and rotate the picture. Set the position and wrap properties of the picture (or frame) to lay it out inside the outer frame.
The net result is a “standard” portrait page with a landscape (rotated) image.
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