For any avid readers who are trying to follow Heroku's getting started tutorial and are attempting to deploy locally and are receiving this error...
It is likely that you haven't built the target classes locally (they don't explain it very well in the tutorial).
If you are following the getting started guide with Maven then execute the following maven command in your project root folder to build your target locally:
mvn clean install
After that the local deployment commands like:
heroku local web -f Procfile.windows
should work as expected. (Obviously substitute Procfile.windows with just Procfile if you are not deploying under Windows)
You should then see something like:
Started ServerConnector@4d29c891{HTTP/1.1}{0.0.0.0:5000}
and can access your application locally by navigating to localhost on the port that was displayed:
localhost:5000