1.  Go to the hero set screen if there are available points it will say 18 skill points available or similar.  Click activate on the hero set that you want to work on .  You will need to use a hero set activation boost or gold. so best to do this when you are going to use that hero set .

2. Once activated go to the top and select the current hero skills tab , you should be able to assign the available  points now.

3.  Once complete click again on the hero set you were working on and click the replace button to save your changes.  If you update your gear you can also click replace to save those changes.

4.  If you want to update another one  select the hero set  and click activate and repeat the process.

If this doesnt work or you have a glitch in the game report to plarium .  Check if clan mates are having any issues.  There are also youtube videos which show how to make and update hero sets.

In case you dont already know you can have one hero set which when maxed covers Building/knowledge/Troop training and invaders all you do is switch your gear when using.  Saves on wasting hero activation boosts as well.