Interesting question. I'd like to see what the answer is to this, but based off of the text on the ability, I would assume it would indeed trigger the heroic effect, but don't quote me.
No. Abilities like Heroic only work when the creature is a permanent, so only while on the battlefield.
Okay then what if it is targeted with a spell like Grim Return ? Being that is will be put "onto the battlefield" or would have the targeting of be resolved before it is actually a permanent?
I think i may have answered my own question there. The creature coming to the battlefield is a result of the resolution of the spell and therefore the ability does not trigger because it was not yet a permanent. Is this correct?
Basically: the abilities on a permanent only work while it's on the battlefield, unless they specifically mention some other zone or would only make sense in some other zone (Bridge from Below , Ghor-Clan Rampager , Necrosavant , Quagnoth , etc.).
The whole reason behind my question was the wording of "whenever you cast a spell that targets". I now know that an ability is only active or can be triggered whilst it is a permanent. Unless of course it states otherwise. Kind of a bummer. I think I would have enjoyed using that combo.