Warriors like killing monsters. Wizards like to research new spells. And so on. Buildings also support your economy and heroes in various ways. Each costs gold to construct.
Markets generate gold that is gathered by tax collectors and brought to the castle.
Heroes find gold that you can tax, caravans from outposts bring in money as well. Many buildings also have upgrades that may allow heroes new abilities in the form of spells they will cast or whatnot. Markets and other structures can be upgraded to sell heroes gear that improves their abilities, healing potions, better armor and weapons. OK, so you have your little world buzzing along, but not all is rosy. Facing you are wandering monsters, other kingdoms, etc.