The level of each hero can be seen while in the Hero menu, displayed on the top right corner of each Hero's portrait.
The process of leveling up a hero is simple and straightforward: Tapping on a specific hero will direct you to that hero's character menu, where you can simply tap on Level Up. Keep in mind that leveling up a hero will cost you a specific amount of currency for reach level, such as Coins and Azure Jade.
Once every 20 levels, leveling up your hero will also require Scarlet Jade, which is a special currency obtainable through the process of retirement, done in the Barracks. After each 20-levels threshold, your heroes will also unlock new abilities or upgrade previously obtained ones.
Keep in mind that each hero has a level cap, depending on their star-rating. For example, a 5-star hero can be leveled up to level 100, whereas a 12-star hero can reach level 280.
The process of leveling up a Goddess functions exactly as if you'd level up a hero, but requires different types of currency, such as Soul of the Goddess.
Unlike star rating, Goddesses have a special feature, which is seduction level. Increasing your seduction level with each Goddess will unlock a kinky mini-game under the Clips menu, found in the top right corner for each Goddess screen.