It's a pretty straightforward process. Download the source and compile it. There isn't a package for it so here are the commands.
wget http://sphinxsearch.com/downloads/sphinx-0.9.8.1.tar.gz tar xzvf sphinx-0.9.8.1.tar.gz cd sphinx-0.9.8.1/ ./configure make make install
When it's done nothing fancy happens. You'll need to test it out w/ an application/ the api.