Loremaster Lorelei has come to your Kingdom to collect the stories your Heroes have to tell. She uses her Lore magic to transform their stories into magical Shards of stained glass. Send Heroes to the Places of Legend to collect Stained-glass Shards, which are used to complete the Panes of Stained-glass Windows.
Once you have the Hall of Heroes (level 17?), you may go there any time by tapping on it. You will then be able to view completed windows and stories, as well as any that are in progress.