Heroes is an organization that was created by Zhenwu. His friends, Suoje and Ming, joined in Heroes with him. This organization served only one purpose, to stop the corruption among the people. This is the main reason why Zhenwu created it. He hoped, as part of team Heroes along with his friends, that he can stop the corruption by being the Hero. By being a Hero who is always there to stop the corruption whenever it appears. Same for the other members of Heroes. They are in there to be the Heroes of the Hidden Lantern Village.