In single-player mode, you cannot select the three hidden heroes other than "Melancholy" directly; you can only do so after selecting the skill-less child.
For Xiao Fei: If someone has selected the hero without skills as their premise, the host enters the password 1782973455 to unlock the hidden hero, and then they can enter the selection circle for Xiao Fei.
For Melancholy: Anyone can select it, even in single-player mode. The host just needs to enter the hidden hero activation code hh520. The selection location is to the right of the circle for selecting the skill-less hero.
For Du Dai and Xiao Lin: They are not selected by entering a light circle but rather by choosing beside the hero's icon.