Sphinx is unlocked at Level 32.
Tap the item to get info about it.
To build the Sphinx you need resources. Building takes time.
Complete tasks on the level and get keys as a reward for victory.
Use keys to open the chests. Click on the chest to get a reward.
You can buy keys using the crystals to get extra reward.
You should have enough resources to upgrade the Sphinx.
Upgrading takes time but you can speed it up using your crystals.