From Halopedia, the Halo wiki
For other uses of the word "Hero", see Hero.
Leaders, sometimes called hero units, are UNSC/Covenant/Banished player characters in Halo Wars and its sequel, each of whom feature specific units, traits, and abilities in gameplay. Some leaders can also be summoned to the field in-game as special units.
Halo Wars leaders
Leaders offer a varied experience in Halo Wars' multiplayer aspects, bringing unique abilities into the fray. The Covenant have leaders that double as in-game units while the UNSC leader powers vary greatly and are numerous. Hero units are more adept to fighting, possessing more armor for protection against enemy units as well as access to unique weaponry and "special abilities" (such as "Rage mode" for the Arbiter or special upgrades like the ODSTs for Captain Cutter).
In campaign, leaders can be revived if they are killed in action, as long as the life bar is halfway full. The life bar automatically regenerates while the leader is knocked down. However, in Skirmish or multiplayer if they die they die for good and will have to be purchased again to be on the battlefield, though only Covenant hero units are present on the battlefield in Skirmish and multiplayer.
Given leaders are typically geared toward specific playstyles. For instance, Cutter is more "measured" while Forge's playstyle is quite aggressive.
Halo Wars 2 leaders