In the sources available to us, there is not much information given, other than that Khalid was sent to a tribe.
Kitab al-Tabaqat Al-Kabir – Ibn Sa’d:
“Then (occurred) the sariyyah of Khalid ibn al-Walid against Banu al-Madan at Najran in the month of al-Awwal in the tenth year from the hijrah of the Prophet, May Allah bless him.” 
The only thing we may say is that, according to scholar Sayyid Saeed Akhtar Rizvi, Khalid was sent to do missionary work i.e., preaching the message of Islam:
“By the 10th Hijra, the influence of Islam had reached Yemen, Bahrain, Yamama, Oman, Iraq, and Syria. The chief of the Daws, a tribe in Yemen, had accepted Islam even before the emigration. In 8 A.H., Khalid was sent to Yemen to preach Islam but could not make much headway. Then Ali went there and read the epistle of the Prophet; the entire tribe of Hamdan accepted Islam. In 10 A.H., Wabr was deputed to contact the leading Persians residing in Yemen. Firoz Dailami, Markabood and Wahb Ibn Munabbih accepted Islam through him. Ma’adh Ibn Jabal and Abu Musa al-Ash’ari were also sent to Yemen with the following instructions:
“Be polite, not harsh; give glad tidings to the people and condemn not. Work together. When you meet people who already follow some religion, preach to them about the Oness of God and (my) Messengership; if they accept, tell them that God has enjoined prayers five time in a day and night. If they agree to do so, tell them that Zakah is also obligatory upon those who can afford to pay in order to help the poor. If they give Zakah do not pick out only things of better quality. Beware of the curse and the supplication of victims, for they reach straight to God.’
Their efforts met with considerable success. Meanwhile, Khalid was inviting people to the faith in Najran and the tribe of Abdul-Madan came forward to accept it.” 
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 Kitab al-Tabaqat Al-Kabir, Ibn Sa’d, volume 2, page 209
 The Holy Prophet By Sayyid Saeed Akhtar Rizvi, page 103 – 104