After getting A heros hall, and summoning the hero to your city you can raid another city or try to conquer it with that hero. If that hero dies or gets captured then destroy his hall (by either using the fireball code or with your clear tool). Then the hall item in the culture tab will reappear. Rebuild the heros hall in the exact same spot as the old one was. Then right click it and resummon your hero. (If one of the requirements is to have a certain amount of money use the Delian Treasury code)