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.