Welcome to the game (and the forum), and glad you’re enjoying it!
And yes, this game is far more intricate than it seems at first glance. When I first started playing I thought it would be a simple game, but as you get deeper into it there’s a fair bit of strategy, particularly since you need to manage resources over many months or years to accomplish your long-term goals.
Yes! Trainer Heroes give bonus XP when fed to other heroes. Early in the game, that’s just a nice perk. Later in the game when you’re leveling 4 and 5* heroes, it can be productive to save Trainer Heroes towards late in their leveling to save on food usage.
Here’s a guide on XP for Trainer Heroes and other feeders:
Eventually when your Stronghold is at least Level 10, you can convert an “Advanced” building (Level 5 or higher) to a Barracks, where you can feed troops to each other and level them up like heroes. This is an incredibly slow and food-intensive process, particularly for 4* troops, so it’s more of a mid-to-end game priority than an early-game priority when you are usually best focusing on hero leveling.