Based on the facts you presented, it sounds like the custody and visitation orders were entered in Indiana. Since your son is not relocating the child out of state, he shouldn't have to file anything with the court other than to update his current address and employer information with the court, but that would likely be it.
You son should be aware that the child support order will still be in effect in the state in which it was entered and that he will need to keep paying. Moving out of state does not mean he is no longer obligated to pay child support.
He should speak to an attorney licensed in Indiana to be sure he complies with any notice requirement that may apply to his situation.
This question should probably be posted for Indiana attorney's, as they would be the ones qualified to answer question regarding the proper procedures a person must take in that specific state. In general, giving notice to the other party of the move and filing for modification of parenting time and child support would be proper. He should speak with an Indiana attorney to discuss the case further.
This answer is provided for general information only is not to be construed as legal advice. This response is not intended to create an attorney-client relationship.