You can do it however way you want, within the confines of programming, math and your time. No, that doesn't tell you much, but let's just begin by saying that there's alot of ways good and bad, established and novel that could result in an apparent connection between a sprite and a character. Apparent, as in apparent to you, or anyone else playing.

You could:

1. Have hero sprites and heroes. Very specific programming, but straightforward too. Heroes can select a specific hero sprite, so that when you render heroes, you select the hero sprite from an index provided by the hero. (index into an array)

2. Have the heroes be able to link directly to a sprite, and the sprite can draw itself. (reference / pointer)

3. Have the heroes be able to draw themselves, creating a draw() member function. (draw() member function)

4. Have the heroes inherit drawing capabilities, which you override and implement, enabling them to draw themselves. (draw() inherited from Drawable class)

5. Same as #4, except you are running a script instead, allowing both you and your colleagues/team to manage many aspects from the outside using a simple text-editor.

and so on

It's not a complete list, but I tried to cover the most common ways.

Number #3 and #4 is very common.

Assosciation example:

A hero could have all the information needed both directly and indirectly, forming a decently well-encapsulated class.

The hero class itself contains information needed to identify specifics about the character.

Let's have Hero inherit from Drawable, telling us that this hero can in fact be drawn, on a screen. All it means is that you promise that your hero can be drawn on a screen.

That way we can have a custom hero class, say KnightHero which inherits the draw() call, and write his draw() function which has access to all KnightHeros information.

Now that draw() function needs to be implemented in such a way that the hero is represented on screen. :)

In your renderer, you can now add KnightHero to a list of candidates that can be drawn. Loop through that list and simply call draw().

That is the basic OOP ways, I believe.

A sprite is just an image, that you can place on screen. It can be super-small, or be the background itself. It could also be an animated character. As such, it is only a concept, and you must implement using programming somehow.

The image is stored in the character class, loaded, and printed. The pseudo-code.

class Character(object):

    def __init__(self, image, position):
        self.image = image
        self.position = position

    def render(self):
        # Draw the image on the character's location.
        drawing_function(self.image, self.position)

    def update(self):
        # Do some stuff like updating the character's location, etc.
        some_functions()
        self.render()

# The instantiation.

hero = Character('images/hero_img.png', (29, -36))

# The game loop.
while 1:
    hero.update()

Basically it's how it's done. In the OOP sense, it's said, "Character has an image." The character is updated every game loop, and while updating, it also draws itself on the screen. That said, the hero might be walking, and it has its position changed every second, and it needs to draw itself accordingly.

Sometimes the image file is loaded first and then passed to the object so you won't have to re-load the file every game loop, or you can load the file during the instantiation. Whatever, really. The image paths can be stored in database, files, etc, and usually a character has more than one images for various states it has, like idle, dying, attacking, and casting spells. Well, even a state might need more than one image, like when your character is attacking, it needs a series of images to make the attacking animation.

The idea is that the character has some images and position, and they're drawn onto the screen according to their position. The image drawn is determined by the character's current state (dying, attacking, etc), so you can set the character class to have an array of images, and a current_image variable.

You can start with the very beginning. For example i liked this book http://www.packtpub.com/learning-libgdx-game-development/book