When I cause damage to the other player with units and a hero, do I have to apply damage to his units before I can do damage to his hero, or can I put all the damage on the hero. I cant seem to find this in the rule book. Thanks.

"If the passive player does not have any remaining units engaged
in the battle, the active player may assign damage to
his enemy’s Heroes (see “Hero Damage and Elimination”
on page 32)." (p. 29)

So units first, if leftover, then Heroes.