Heroku has just recently rolled out support for PHP with Cedar and we at New Relic don't know anything more than you do. We'll be talking with Heroku ASAP to get some docs developed which will certainly be on (New Relic's knowledge base), and I'll report back here as well.
Edited to add:
Sorry for the long delay in me checking back in. Unfortunately this is still not possible in a well-supported way, reason being that our php agent requires a standalone daemon to be running in addition to the dyno that is serving your content. While you can find terrible hacks to get you into the space where you could fire up the daemon temporarily, it's not sustainable and won't port to the next dyno that spins up. This means that we can't support you running the agent in this environment.
Edited to add:
As @aaron-heusser mentioned, support is finally official as of a month or so ago: https://github.com/heroku/heroku-buildpack-php
Note: I work at New Relic.