Each time you capture 2 castles, a red hero will appear. He simply heads towards one of your cities, each time a different one.
Above, I described how I completed this level – the red hero appeared for the first time when I captured the first two castles, then I gave up those two castles and captured the remaining five. When I returned to capture the first two castles (I even managed to capture one of them), the red hero appeared again: confused:
