Does it start worker dynos immediately after a job gets queued?

No, but the manager checkup interval is only 1 minute. This means that it'll pick up any queued jobs within the next minute. It's fast enough for most people. If it's not fast enough, you can set the minimum worker dynos to 1 so that small work loads are picked up immediately, and then scale up further as queue sizes increase. Heroku will of course charge you for the usage of the 24/7 running dyno, so there are trade-offs to this approach.