Hero Characters can be unlocked at any time during the game by heading to the Soldier roster, selecting any soldier to customise and changing their Character Info.
It might be considered cheating in an ultra-challenging Ironman mode run but who are we to judge? Therefore, they're best used for fun, after an initial playthrough has been completed, or by players looking to halt all further alien progress deep into the latter stages of the game. Be warned, they are generally so powerful that they are capable of single-handedly wiping out enemy forces - in the early stages of the game at least.
