One of the rolls that you can get in the income section/exploration chart is Triple 3's: Prisoners.

the last bit says: in addition, one of the prisoners decides he wishes to join your warband. If you can afford to equip the new recruit with weapons and armor, you man add a new Henchman to one of your human henchmen groups.

lets say I'm not playing possessed, undead,or skaven (which have specific rules regarding this occurance.

For instance I'm playing Dwarfs. Would YOU add a henchman group of 1 human? The mercinaries section seems most logical to choose from. So warrior, Swordsman, or Marksman...

I'm fair sure that a rescue is what prompted the pairing of Gotrik and Felix right? I think it'd be fluffy and nifty to have a lone human in my Dwarf warband.
I got a free henchmen for my Rieklanders this way and also have a dwarf warband which prompted me to ask.