There are various building that help generate faith under Shop->Faith.
The first building you will get is the "Sacred Grounds".
As with the coins, you click on/tap the building to collect faith.
The "Temple of Athena" can be used to increase your overall faith capacity, but does not generate faith.
The next building that generates faith that you can get with coins is the "Marble Shrine".
The "Sanctuary" can be made with 25 gems, and generates faith faster than the "Sacred Grounds".
You need faith to participate in Campaign battles, PVP battles, and Invasions.
This is a cumulative achievement.