Gollum isn't a Ring Hero properly speaking, but he nonetheless plays a major role in the game should you have "Ring Heroes" enabled. Essentially, he serves as another optional strategy for victory if you hunt him down for the Ring of Power.
Mechanics of Gollum
In the skirmish menu, you may notice some tabs which lead to alternate windows. On one of these alternate windows, there will be two check-mark boxes. One of them says "Enable Ring Heroes". If this box is checked, then Gollum will spawn in a random spot on the map at the beginning of the game and begin his journey to nowhere in particular.
For much of the game, Gollum will blindly wander around the battlefield as he pleases, exploring to his heart's content and avoiding attention as best as he can. Gollum's traveling patterns are generally erratic and aimless as he wanders from place to place. Most of the time, Gollum prefers wearing the One Ring so that he can be invisible to the unaided eye as he ambles about on his four scrawny legs. Gollum prefers to stay out of trouble, so he does not attack anything, but instead prefers to keep his distance.
Sometimes, your scout will notify you with excitement, enthusiasm, or intrigue, when Gollum is spotted. In these rare occurrences, a flash will glow on the world map at the location where he is spotted, and the notification "Enemy Stealth Unit Detected" will appear. Pressing the space bar will also bring your screen directly to the spot where Gollum has been spotted.
Once spotted, Gollum will make a run for it as fast as his four limbs can carry him. If anything kills Gollum at this point, he will mutter about thieves in an aggravated tone, and then drop dead, leaving the One Ring behind. Only the Ring Hero can pick up the ring; if he is too slow to pick it up (2 minutes) then Gollum will steal the Ring back and must be hunted again.
Hunt Him Down!
Despite being the slippery fellow that he is, Gollum is not impossible to catch should you have him active in a game, and chasing him around will become a great priority if you are looking for a quick finish. You will not be prepared to run him down with normal foot soldiers as he will quickly put the Ring back on to try and escape yet again. Superior hunting strategies are required for Gollum, and though the process will be tricky, the reward is priceless.
First of all is the obvious property of Gollum's sub-par speed. He is much slower than cavalry, but just quick enough to outrun foot soldiers for as long as he has to. Certain units, such as Orc Snoopers, are ideal for detecting stealthy creatures such as Gollum; other units, like Ringwraiths with the Ringhunter upgrade, are even better for the task since they can ride a steed to trample and kill Gollum.
An important part of hunting Gollum down requires intense focus. Passively waiting for Gollum to show himself will take a long time, but there is another option when you want to look for him. Certain powers, such as the Eye of Sauron, can reveal areas of the map and pierce the shroud, making Gollum incapable of escaping by invisibility. If you don't happen to have such a thing available though, it is to be noted that patience is it's own reward, as is a sharp sense of hearing. Visible, or invisible, Gollum's grunting, footsteps, and shuffling feet can still be heard in an area of the map where he is nearby. Following the sounds of his wandering can give anyone a good idea of where to send their cavalry or murder of crows.
Once Gollum is spotted, chasing him on-foot will do you no good. Instead, send masses of cavalry to trample Gollum, stunning him so that they can bludgeon him to death with their weapons. If you don't happen to have any cavalry available in a hotkey group however, trapping him in a corner or other area of the map will do just fine. Gollum, wishing to stay away from the closest unit, will have almost nowhere to go if he is surrounded.
Once you have killed Gollum, the One Ring will be dropped on the map, and your Ring Hero can pick it up. If you don't have a Ring Hero you are forced to protect the Ring from your enemies until you purchase one, though the chances of your Ring Hero making it to the Ring in time are slim. The official Ring Heroes thus far are as listed: Gandalf, Boromir, Arvedui, Sauron, Saruman, Theoden, Smaug, Witch-King, Elrond, Galadriel, Thorin Oakenshield, Dain Ironfoot and King Dain.
Ring Heroes who receive the One Ring gain an incredible boost to their powers accompanied by a varying roster of abilities that greatly increases their potential, in combat or otherwise. All Ring Heroes can be recruited straight from the Citadel.
Gandalf, Saruman, Theoden, and Galadriel have access to two different forms when the receive the One Ring. Gandalf's transformations are dependent on "Gandalf the White" being active in the spellbook, and Theoden's transformations depend on whether or not he is freed from Grima Wormtongue's spell. Galadriel has access to two different forms when she receives the One Ring; she ascends to an even greater purity if she rejects the Ring, and descends into utter madness if she succumbs to it. As of now, Saruman is the only Ring Hero with multiple forms that are accessed randomly, and it cannot be decided by the player which form he attains when he receives the One Ring.
The only catch to murdering Gollum and summoning your Ring Hero is that your Ring Hero becomes a priority target for your enemies. As ring heroes don't get a boost to their hitpoints or armor, they can still be killed. Other ring heroes are especially vulnerable to the Ring's will. Given the chance, the One Ring will attempt to abandon its current host by cunning or by force. There are two ring heroes that are suceptible to this occurence: Boromir and Theoden (post-exorcism). Boromir has a limited amount of time when the Ring is given to him--when the time limit expires, so does he expire, and all of Gondor will halt to mourn his death for a time. King Theoden, after expelling Wormtongue, has a choice to listen to the whispering of the Ring. If he accepts one or more of four upgrades, it will grant him increased abilities at the cost of his speed and armor, making him significantly easier to hunt down and kill.
"It's that Gollum creature!"
"It's Gollum! Somebody get 'em!"
"It's Gollum again!"
"It's Gollum! He mocks us!"
"It's Gollum again!"
"I just saw 'em! It's Gollum!"
"There he goes! Gollum's gettin' away!"
"It's Gollum. He has the Master's Ring!"
"We've found the thief, Gollum!"
"It's Gollum! He has the master's ring!"
Gollum's phrases (only when killed)
"They're thieves... They're thieves!"
"Where is my precious?!"
"Filthy little thieves!"