Next, you have to set up each player.  Each player can pick one of eight different armies, but each player has to pick a different army. The player that goes first gets to choose his army first. Here is the Player Setup Dialog:

You will want to click OK with the dialog in this state but before you do, lets check out this dialog a little. Click where is says “Kingdom of Hogar” and you get a pop-up menu allowing you to select a different army. Click where is says “Human” and you get a pop-up menu allowing to make this particular player human or computer (with three different difficulties of computer opponent). Below those menus, you get to see your main unit icons. Major units are your leaders, heroes, and monsters. Minor units are your main army unit types. You get the basic rap on the army in general below the icons, and you can get the basic rap on each of the units or unit types if you click on it’s icon.

Make sure the player menu is on Army of Hogar, and the Type Menu is on human. Click "Choose This Army" to advance on to the next player.