When you build from sources you are using the current developer branch (master) that could be unstable, and that has a release number of 9999.
And the current master branch is based on the future release 2.0 that changed a little bit the behavior, for example the index itself is not visible anymore as a key so you wont have any
So if you want to follow the master class be sure you are using 1.6.
You can also use RediSearch docker image, for example to use the latest stable release (1.6.x) using:
> docker run -p 6379:6379 redislabs/redisearch:latest
You can also install Redis Enterprise or use Redis Enterprise Cloud (you can create a 30MB database for free and use RediSearch on it)
If you want to build it from sources, you have to select the 1.6 Branch.
And if you want to play with the master, or the latest 2.0 milestone take a look to this forum and blog post