I have opened slot, how do I add and combat heroes?

Combat heroes are added in the formation screen for each of the legions. To find this with you can either tap on the Training Ground building for each of your legions and select the 'Formation' option. Or via the Legion menu (the helmet icon on the upper right of the screen) to show all the legions and then tap the cog icon on the upper right of the one you want to add the hero to.

Once you have the formation screen open tap the hero tab at the bottom and drag the required hero to any open slot on the left above.