Buildings include guilds, each of which can support 2-4 heroes of a given type. These range from warriors and rogues to rangers, wizards, and barbarians, each with special behaviors and abilities. You do not directly control the actions of your units, in fact you can't tell them what to do at all. Rather, each unit type has certain predispositions. For example Rangers are predisposed to explore unexplored areas on the map.
Rogues try to find and accumulate money.
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.