Please help, i can t find any links explaining that.Have you tried to find it in the combat section of the rulebook? (I'm not trying to be unpolite, but that'd be the first place where I'd search; and it is indeed explained there)
To assign damage to your Hero, put a Wound card in your hand and reduce the damage total by your Hero’s Armor value (the left number on your Hero’s Level token).
As with Units, even if the assigned damage is lower than your Armor value, your Hero must still take a Wound.
Repeat the above process until all Damage has been assigned. Effectively, you will take one Wound for every X points of damage (where X is you Armor), rounded up.
So, if you're assigning 10 damage and you have 3 armor, you'd take 4 wounds.
The hero's armor value doesn't have any effect in the blocking phase or in any other phase of the game. (Edit: Well, it also plays its role in the assigning damage of PvP).