Processing your indices
Once you have your indices defined in your models, you need to process those indices so Sphinx has all the data stored. This is done by a rake task that you run through Heroku:
heroku rake fs:index
As new data gets added to your models, you'll want to run this task again, so Sphinx is up-to-date. It's recommended having this rake task called as part of your cron setup - whether that's daily or hourly.
Also - if you change the structure of your indices, or add/remove indices, you must restart Sphinx so it is aware of those changes. To reindex and restart, all at once, just use the rebuild rake task:
heroku rake fs:rebuild