I - Rules
(see RTL, p. 31)
A sleeping figure cannot spend movement points or attack. In addition, when attacked, a sleeping figure’s armor is ignored (treated as 0). A figure that suffers at least 1 wound discards all sleeping tokens. At the start of that figure’s turn, its owner may roll a number of black power dice equal to the number of sleep tokens on the figure. For each surge result rolled, he may remove one sleep token.
As discussed in the official forum, nothing in the rules states that a hero cannot use orders even if it is illogical for a hero to aim or dodge while sleeping. I believe the rules should state that a "sleeping figure cannot take any action". Click here to read the full thread.