Feudalism is an strategy/RPG with open world, so you can go wherever you want and fight anyone.
You start with only one city where you can recruit soldiers, but the bigger city you capture, the better troops you gain.
There're 8 heroes to choose from (2 per each country). They prefer different weapons and combat styles and some time they'll become really great warriors, but if your hero will die, the game will be over. So you should always take care of your army too, and recruit better troops if they're available