The 26-year-old joined the Colts last week after being cut by the Oakland Raiders.
Heyward-Bey told The Last Word: "I know he's going to be that vet that's going to lead the way in our receiver room and I'm just going to watch and try to [take] it all in.
"You definitely want to feel wanted in this process. It felt good but I understand that I still have to go to work and I need to get better each and every day.
"My confidence will carry me through the spring training, training camp and I'm looking forward to the season. I know that we've got one goal and that's to win a Super Bowl and that's all I need."
Wayne was the Colts' leading receiver in 2012, recording 1,355 yards in his 12th season with the team.