Generals Leonidas is the Captain of Spartan soldiers and can be found in Spartan War-Camp.
The first time you talk to him, he'll agree to send some soldiers to Helos. Then he'll tell you to seek out the Oracle of Delphi. However, in order to visit the Oracle, you'll need the proper offering, and so first you'll need to meet with a friend of Leonidas' named Timon in Megara.
The second time you talk with Leonidas, he'll reward you for killing Nessus.