Misspelled a title. I meant access to higher level units. ;-)
So far I've taken around 10 shards, two last ones average, got into contact with two other masters (that guy with grey beard and a second one, necromancer, Beleth or something). But I'm still stuck with first level units (except for merc of course). When I would be able to build higher tiered units?

You'll need to conquer shards which provide the necessary prerequisite buildings. It's a good idea to start a new singleplayer game just to look at all the buildings and their requirements in the demesne, in order to plan ahead. For level 2 units, the requirements are carpenter's guild -> fort and then various buildings for each specific level 2 unit.

Plus, you need to build all 4 Level 1 creature dwellings before you can build the Fort.

You'll probably start seeing shards with the buildings for tier 2 units pretty soon. But the campaign does tend to be rather slow in providing you access to higher tier troops. At the same time, though, don't neglect grabbing shards that give you buildings to improve your economy, as the upkeep for the higher level units can be pretty high, and having to cope with -100 gold per turn can really slow you down if you're not clearing ruins on a very regular basis.

Can someone explain this important stuff to newbie? ( i dont want to restart campaign!!!) (im at shard 3 :D )
If i dont conqueror shards with important buildings, does that mean that shard will dissapear after a while? I thought its impossible to miss buildings because you always capture all shards! What i miss?

If you was defeated on shard, it will disappear, schematics would appear on different shard later.
If you don't attack shard at all, it wouldn't disappear. Not sure what will happen if it have mandatory buildings, though.