From the game's encyclopedia
Heavy Infantry are Men-at-Arms who fight on foot, with heavier armor and weapons.
While each kind of Heavy Infantry is unique, they generally Counter Spearmen, and are in turn Countered by Skirmishers.
The game's text for patch 1.20.1.2. Words in blue are entries of the encyclopedia: hover one to read it, as in the game.
Heavy Infantry is an entry of Crusader Kings III's in-game encyclopedia. The game explains it: "Heavy Infantry are Men-at-Arms who fight on foot, with heavier armor and weapons." It is part of Men-at-Arms. Patch 1.20.1.2, from game/common/game_concepts/00_game_concepts.txt and game/localization/english/game_concepts_l_english.yml.
Source: game/common/game_concepts/00_game_concepts.txt, game/localization/english/game_concepts_l_english.yml and the English localisation, Crusader Kings III 1.20.1.2.