There are several types of damage in Hero Wars:
Physical damage - marked as red in ability description and in battle
Magic damage - marked as purple in ability description and in battle
Pure - marked as green in ability description and white in battle
(Armor and Magic defense do not affect pure damage)
All heroes deal physical damage with auto-attacks.
Exceptions are Satori and Celeste, who have abilities that change auto-attack damage to magical.
(You can read more about Celeste >>here<<)