Heels are a work in progress (as is most of the game), but at the moment, you can't buy them. Mostly the issue is figuring out what *mechanical* benefit they'll have, beyond just being a character appearance option. I've got a few ideas, just need to properly define it.
As for the game, you're not playing wrong: there's not a lot to do in the game yet. But interaction is the next big push, so hopefully soon there will be more.