Content Feeder and CAE Feeder create their indices at the Solr master when started the first time. To start replication, these indices must be created on Solr slaves as well. To create the default indices "studio", "preview" and "live", you have to send the following HTTP requests to the slaves. In the example, the Solr slave is running at port 40081:

curl 'http://localhost:40081/solr/admin/cores?action=CREATE&name=studio&configSet=content&dataDir=data'
  curl 'http://localhost:40081/solr/admin/cores?action=CREATE&name=preview&configSet=cae&dataDir=data'
  curl 'http://localhost:40081/solr/admin/cores?action=CREATE&name=live&configSet=cae&dataDir=data'

The requests specify the name of the created index in the query attribute "name" and the name of the used config set in the attribute "configSet".

Solr slaves will start replication after their indices have been created. You can check the state of replication on the Solr slave's admin UI on page Replication after selecting the corresponding Solr core.