When a collections agency files a judgement against you, does that mean they have a warrant for your arrest in Indiana
No, the collection agency does not have nor can they get your arrested due to receiving a judgment against you. They may however record that judgment and place a lien against property you own. They can also file for a hearing called a proceeding supplemental or pro supp for short where you can be required to appear and answer questions to determine if and where you have assets that can be used to satisfy the judgment. Disobeying a properly issued and received court order can result in a warrant or body attachment being issued to have you appear and answer to the court why you disobeyed a court order.