Heroes can be put in and taken out of fortresses during the prep phase. You can put one in such a fort, and take it out in the same phase (one popular play is to dump a bunch of Disciples in Fishing Boat, play Pentecost on one remaining in play, then take them all out). As far as I know, as long a fortress is in play, you can band/exchange to any heroes in that fortress. You can have as many forts as you want in your deck, and as many as you want in play, provided you have no duplicates.