Walkthroughs for custom maps.

Xaart, here's a suggestion: was your game installed from a licensed disc? If so, it seems that not all files are written to the hard drive, so when you launch the game, it requires the CD, from which the remaining files are loaded during gameplay (this is the only form of copy protection in "Heroes 3"). If that's the case, the HD mod has a special option called "No CD/DVD" (on the right side of the initial screen). Or (but this is more complicated), you can install a version of "Heroes" where this is already done (a repack, I have one like that).
As for the resolution, you can quite comfortably play at 1024x768 (I played in this mode even with my old CRT monitor), but, of course, the higher it is, the better: a larger part of the map is visible without scrolling.