You will find the Thinking Sphinx docs to be pretty helpful with setting all this up. You will need to keep in mind that Sphinx doesn't use SQL queries for filters, but has it's own filter system (with exact filter matches on attributes, and keyword matches on fields).
http://freelancing-god.github.com/ts/en/
It's also worth noting that you can bring in data from associations quite easily when defining fields and attributes. Have a look through the examples on the indexing page:
http://freelancing-god.github.com/ts/en/indexing.html
If you get stuck with anything in particular, let us know.
--
Pat
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