Just to reiterate: you can change the heroes’ skills if you first edit the map and then start a new game on it.
Maybe it would be easier for you to just choose heroes with the skills you need from the start?
If you’re just starting to learn Heroes 3, this unofficial guide will be very helpful: FizMiG. Version 2.3, not the latest, but it doesn’t contain anything unnecessary.
(Василь Симоненко. Люди – прекрасні)