To use your new Warlord, you can change if for another Warlord of the same Army in an existing deck or create a new deck. To create a new Deck, go to the Collection menu, and press on 'Create Deck'. You will see a list with all the Warlords you own. Choose your preferred one and drag it to the left side of the screen where your deck cards will be stacked. Finish the deck by adding up to 30 cards to it and you are ready for battle.
Please note that if you don’t own at least 30 cards for that Army you won’t be able to complete the deck and play with the Warlord. If so, go open some boosters in the Shop!