How do I do this..

In the game RingWars i saw the Balrog with a fire doodad attached to it how do I make these doodads attach to the units.

You can use the "Special Effect" triggers to add any model to any attachment point on any unit.

Alternatively, most unit abilities can be set to have a visual indicator, much like auras show around the base of the hero. Experiment.

There is the "sphere" ability that doesn't take any button-space and is desinged for precisely this: to attach special effects to units.

You should also consider using the Flag item ability instead of Sphere, because the SFX created by Sphere plays it's death animation when the unit it's attached to attacks.