Select the 'Heroes ' button on the bottom left of home screen. Now select the hero you wish to level up. Once you have selected desired hero then select Level up tab on the bottom left. Now you can select up to 10 heros at a time to consume. (Once consumed they are gone FOREVER so be sure you only use heroes you do not want to keep)

Tips:

1. To prevent accidentally consuming a hero you wish to keep. There is a padlock icon top left corner when hero is selected. If you select the padlock it locks that hero so it can not be consumed.

2. Using heroes of the same color "element" will level hero up more than using heroes of different colors "elements".