Not exactly sure what you mean, but here goes:
Sprites are the "man with a gun"
Counters are the "symbol"
You can turn Counters on/off by going to Options and check/uncheck the "Use Counters" box.
Counters are more useful when playing as they contain additional information on screen like approximate attack/defense strength of the unit, name of its commander etc. Sprites look nice, but I find Counters more useful when playing.
Also just for clrification, you will always see counters if you zoom out far enough, the sprites will show as you zoom in closer to the area where the units are