Troops can be found in a few different ways:
Chests are by far the most common way to get troops. A full breakdown on what types of troops are available in what types of chests can be found in this linked article.
Completing a kingdom's questline will reward the player with a copy of the Epic troop the player interacted with through those quests - i.e. finishing Broken Spire rewards Luther.
Weekly Events contain a special challenge with six reward milestones - the fourth of which is three copies of the associated kingdom's primary Epic troop (the same as rewarded via the questline).
Weekly Events always have at least one Glory Pack that contains a new troop that isn't in chests yet. There are also other bundles that contain additional troops, purchasable with money. All bundles are found in the Shop.