A tank hero is a hero that absorbs more damage than the rest of your heroes and normally placed in front of heroes that deal more damage out. Nekhbet and Saffron are good examples of tank heroes, though with the right saints, any hero can be semi-tankish. Other heroes have Magic or Skill resist and can be tanks in certain instances. The more HP and defense saints you have on these heroes, the better they are.
Here is a form using Nekhbet and Saffron as tank heroes.

Herja Adam Nekh
Shayd Leader X
X X X
Sub - Saffron

When your Leader perishes, Saff will drop in and protect your stunner mage. Nekh protects top line. This can be countered by using heroes such as Theseus, Rhize or Agrippa (or Cianna even) to cut through to the rear line and take out the damage heroes and supporters.

Good luck