Hello Moyulero, hero sheets are located in the elf brazier statues found at the top of the table, and along the expansion selection tray. Hero figures are summoned via the white X button in the top right corner of a hero sheet.
Hero classes are located in the Hyrule chests just below the statues and are color coded based on the archetype of the class. Be sure to draw everything from the chest, some chests have 1 or 2 items in them alongside the class deck.