There are a couple of types of heritage. I believe that UNESCO lists three - cultural, natural and digital. You are most likely referring to the cultural heritage which can be applied to every kind of creation made by a particular culture (for instance Indian culture).
The most obvious examples are old buildings: shrines, temples, castles, churches, estates, towers, etc. etc. To make a long story short - those pieces of architecture that tell the stories of times passed, those that are iconic for a culture which created them.
Many people do not remember however that things like dying languages, old texts, painting, orally passed poems and many more are a part of cultural heritage as well.
One way of protecting the heritage is being acknowledged by UNESCO and made a part of UNESCO World Heritage Sites List - a list of the most culturally abundant and iconic sites in the world. There are 30 sites in India that are on the list, for example Kaziranga Wild Life Sanctuary in Assam or Humayun's Tomb in Delhi.