You'll be in downtown Indy on IUPUI's campus.  There is a tobacco shop right on the circle called Hardwick's, but it's a joke.  Oliva refuses to deal with them if that tells you anything.  
On the west side (probably a 15 minute drive or so) from you is a place called Randy’s Tobacco Shop.  
http://www.thetobaccoshop.com/  It’s not in a great part of town (38th/Lafayette Square Rd), but a pretty decent shop nonetheless.  I’ve attended a few Oliva events there.  On the south side is a smaller place called the Pipe Puffer, which is on County Line Road of of U.S. 31(no web site).  There is a place called Indy Cigar Bar that’s pretty decent, but I just hate going to that area of town because of traffic it seems.  
http://indycigar.com/
You could always go the route of an overpriced cigar bar downtown is your thing, which would either be Olives or Nicky Blaine’s.  
http://www.yelp.com/biz/olives-a-mar...r-indianapolis or 
http://www.nickyblaines.com/