Here's why:
* Heatran is a Generation IV Pokemon: It was introduced in Pokemon Diamond and Pearl, which came after the Pokemon Indigo series (also known as Pokemon: The Johto Journeys and Pokemon: Johto League Champions).
* Indigo only features Kanto and Johto Pokemon: The anime series you're referring to only covers the first two generations of Pokemon.
If you're looking for a Pokemon game with Heatran, you'd need to play Diamond, Pearl, Platinum, or a later generation game that features it.