To increase your heroes' level, tap the (Hero) icon at the bottom of the game screen, then select the desired hero and tap the + sign next to their EXP level to upgrade them using EXP points.

You can collect EXP points in several ways, including

-Sending heroes to battles to earn experience points.
- Completing daily quests and Hawk Watch missions.
-Shop Purchase.
- Hero Recruitment.
-Hero pack.
-Using EXP points from the Hero Training Guide

And other methods.