Originally Posted by Green Matador
Ok thanks. Once I have unlocked them is there a certain place/house I have to go to purchase them ? As in Harry potter I had to go to a certain shop to purchase them once unlocked.
If you mean the characters that become 'available for purchase', than it is just like Kitsune Goth says, each character is located in a different spot, so you actually need to travel to them and buy the character. Examples, Bilbo is in Bag End, Saruman is at the top of Isengard, the Berserker is near the keep of Helm's Deep.
You'll need to discover all the map stones to find all of them, then you can travel to any area (FYI - some characters can only be unlocked at night time).
It's easiest to do this while you mop up the other quests/collectibles located throughout Middle Earth.