Do we get the source files?

Psatkha, where did you get it from? If it was from GitHub, try this link: https://www.dropbox.com/s/3orb3lz3tf676gm/vcmi_099.rar?dl=0
I found it on this website: http://forum.vcmi.eu/portal.php
And yes, they say here that you are right about the installed Heroes:

Installation
To run VCMI, you need Heroes of Might and Magic III: The Shadow of Death or the complete edition.

Windows:
Unzip the archive into the game folder:

This makes sense, my complete collection weighs 300+ MB, while vcmi weighs only 30.