Enzyme products are used when you suspect your body is not producing digestive enzymes properly.

Pancreatic disease, Cystic fibrosis, some Celiac patients.
Gall bladder removal changes bile acid secretion and some people find using them helps --but not all people need them.

Heartburn is something else. This happens when drugs change the motility of the GI tract. (serotonin is a huge player in motility in the GI tract). Also if you take alot of anticholinergic drugs which reduce motility like the Artane does, or Benadryl, etc then food can reflux back up into the esophagus. Gas will also push food back up. You can get gas from some drugs like Prilosec or Nexium, or other acid blocking drugs, or from eating gas producing veggies. Beano will help with food issues.
An antiflatulent like Gas-X can also help prevent reflux.
Eating smaller meals helps. Avoid coffee, chocolate, alcohol, acidic foods.

But I don't think enzymes are useful for common heartburn.