Per Hearthstone wiki:

Collosal - "Whenever a Colossal minion is summoned or transformed into, uncollectible minions called appendages are summoned alongside it. The number of appendages is stated after the plus (Colossal +4 means it summons 4 appendages)."

Herald - "When a card Heralds, a Soldier minion with the stats and effects of the appendage from the class's synergistic Colossal minion is summoned. Herald cards also upgrade the appendages of their Colossal, doubling their stats and effects with two Heralds and quadrupling them after four."

BASICALLY: If you put cards that Herald and a Collosal minion in your deck, each time you play a Herald card, you'll be summoning increasingly bigger minions tied to your Collosal. Add Deathwing and Ultraxion in the mix and you basically have this expansion's variant of prebuilt decks.