I'm assuming that you're using rails. If you're not, then you'll have to change the instructions slightly, but the general instructions work.
You'll need a command to run your data downloader. In Rails, the best way to do this would be to create a rake command in /lib/tasks/scheduler.rake called api_data_downloader for example.
If you're not using rails then create a script (You can place it in bin).
Then to add the job, go to your app on the Heroku dashboard. Click on 'general info', then on the scheduler add-on. Click 'add a job' and select a frequency and time. For the job, input the command that would run your script. For Rails, you would run 'rake api_data_downloader'. Otherwise you may need to do something such as 'ruby api_data_downloader.rb' or 'php api_data_downloader' depending on your needs'.
You can read the blog post on the scheduler app or read the documentation on it.
The scheduler app is a one-off dyno not a worker dyno. The scheduler add-on is meant for short tasks and worker dynos for processes that take longer than a couple minutes. If you need a worker dyno, then in your procfile you need to specify
worker: rake api_data_downloader
and scale it up with
heroku ps:scale worker=1
The scheduler add-on and a worker dyno are different from each other.