The Hall of Fame is a section that consists of three factions. All Captains are allocated to one of these factions. You can enter the Hall of Fame via the Hero's interface by clicking on the lion icon on the left-hand side of the screen.

There are three factions: Tenacity, Courage, and Resolve. 

Every level of each faction grants permanent bonuses to your army. You can upgrade the level of the factions by leveling up your Captains.

Note that Captains can have different rarities: rare (a blue icon), epic (a purple icon), and legendary (an orange icon).