You probably don't need to do the equivalent in PySolr. If you already have Solr indexing the feed, as per the example, then you just use PySolr to query that index. Something like:
from pysolr import Solr
solr = Solr('http://localhost:8983/solr/rss/')
response = solr.search('some query string')
print response.hits
for result in response.docs:
do_stuff_with(result)
If you really want to do it from the Python side, then you'll need to fetch and parse the RSS there (using other libraries, e.g. Universal Feed Parser); PySolr just wraps the interaction with Solr, it doesn't “do” data sources.
You may want to check out Haystack, which uses PySolr (and can use other engines) and neatly abstracts the job of creating search index entries and shipping them off to Solr for indexing.