Welcome to the forums, Alex! We're glad to have you here.
Let me just make sure I understand what you've done so far. You say you've installed the phpdig engine. Have you also used it to spider your site? You must do that first before attempting to do any kind of search on your website. The spidering process creates the database that your search works from.
You might want to review the installation and setup starting
here in the documentation. Then if you could give us some specific things you're having a problem with, we might be able to provide a bit more help. Thanks!