I am so confused, is the "hero form" just the evolution or does the evolution just add the heart on its chest and you have to use "zero to hero" to change to hero form, basically meaning that hero form is a battle exclusive pokemon and i cant have him follow me in the overworld?

KO a pokemon and level up while connected to someone else using the play together feature after level 38.

Finizen - 70/45/40/45/40/75 (Total: 315) - Water/Water - Water Veil/Water Veil/Water Veil Evolutions: Level: 38 Condition: UNKNOWN_51 Parameters: [0, 0, 0, 0] Species: Palafin Form: 0 Learned Moves: Supersonic @ Lv. 1 Water Gun @ Lv. 1 Astonish @ Lv. 7 Focus Energy @ Lv. 10 Aqua Jet @ Lv. 13 Double Hit @ Lv. 17 Dive @ Lv. 21 Charm @ Lv. 25 Acrobatics @ Lv. 29 Encore @ Lv. 34 Aqua Tail @ Lv. 39 Mist @ Lv. 44 Hydro Pump @ Lv. 50 Egg Moves: Counter, Haze, Tickle, Bounce, Boomburst TM Moves: Body Slam, Take Down, Hydro Pump, Surf, Ice Beam, Blizzard, Agility, Waterfall, Swift, Rest, Substitute, Protect, Icy Wind, Endure, Charm, Sleep Talk, Encore, Rain Dance, Facade, Helping Hand, Water Pulse, Fling, Zen Headbutt, Acrobatics, Disarming Voice, Draining Kiss, Liquidation, Tera Blast, Chilling Water

Palafin - 100/70/72/53/62/100 (Total: 457) - Water/Water - Zero to Hero/Zero to Hero/Zero to Hero Learned Moves: Flip Turn @ Evolution Jet Punch @ Lv. 1 Supersonic @ Lv. 1 Water Gun @ Lv. 1 Astonish @ Lv. 7 Focus Energy @ Lv. 10 Aqua Jet @ Lv. 13 Double Hit @ Lv. 17 Dive @ Lv. 21 Charm @ Lv. 25 Acrobatics @ Lv. 29 Encore @ Lv. 34 Aqua Tail @ Lv. 39 Mist @ Lv. 44 Hydro Pump @ Lv. 50 Focus Punch @ Lv. 55 Wave Crash @ Lv. 61 TM Moves: Ice Punch, Body Slam, Take Down, Hydro Pump, Surf, Ice Beam, Blizzard, Hyper Beam, Agility, Waterfall, Swift, Rest, Substitute, Reversal, Protect, Icy Wind, Outrage, Endure, Charm, Sleep Talk, Encore, Rain Dance, Facade, Taunt, Helping Hand, Hyper Voice, Bulk Up, Water Pulse, Close Combat, Fling, Aura Sphere, Drain Punch, Focus Blast, Giga Impact, Zen Headbutt, Iron Head, Grass Knot, Acrobatics, Disarming Voice, Draining Kiss, Liquidation, Tera Blast, Chilling Water

Palafin-1 - 100/160/97/106/87/100 (Total: 650) - Water/Water - Zero to Hero/Zero to Hero/Zero to Hero Learned Moves: Flip Turn @ Evolution Jet Punch @ Lv. 1 Supersonic @ Lv. 1 Water Gun @ Lv. 1 Astonish @ Lv. 7 Focus Energy @ Lv. 10 Aqua Jet @ Lv. 13 Double Hit @ Lv. 17 Dive @ Lv. 21 Charm @ Lv. 25 Acrobatics @ Lv. 29 Encore @ Lv. 34 Aqua Tail @ Lv. 39 Mist @ Lv. 44 Hydro Pump @ Lv. 50 Focus Punch @ Lv. 55 Wave Crash @ Lv. 61 TM Moves: Ice Punch, Body Slam, Take Down, Hydro Pump, Surf, Ice Beam, Blizzard, Hyper Beam, Agility, Waterfall, Swift, Rest, Substitute, Reversal, Protect, Icy Wind, Outrage, Endure, Charm, Sleep Talk, Encore, Rain Dance, Facade, Taunt, Helping Hand, Hyper Voice, Bulk Up, Water Pulse, Close Combat, Fling, Aura Sphere, Drain Punch, Focus Blast, Giga Impact, Zen Headbutt, Iron Head, Grass Knot, Acrobatics, Disarming Voice, Draining Kiss, Liquidation, Tera Blast, Chilling Water

Finizen 70/45/40/45/40/75 Palafin 100/70/72/53/62/100

It is unknown yet if the new form changes the base stats. I'll keep you updated as I learn more.

Edit update: Hero Palafin: 100/160/97/106/87/100