YouTube or keep reading for a text version.
* Full disclosure, they provided a free miniature for review purposes.
What is Hero Forge? It's a website with a 3D interface that allows you to build a character. Characters can be saved to a library in your account. The entire design process is free. Once you've created the Hero you want to own, you place an order and Hero Forge will have it 3D printed and shipped to you. (Unpainted)
If you want to try out their service yourself, take a look at Hero Forge and build your own character today.
Printing is done through a company called Shapeways, the same company my Arc Pucks are sold through.