Now you leave him, and you go to one of your characters' Skills screen - click once on the character to select him, and then click again to open his screens. The Skills screen is the second tab down. Just above the character portrait is the number of skill points. You need to use a number of skill points equal to the skill level you're going to, so you will need to spend 2 skill points to go from level 1 (basic knowledge) in (say) the Bow skill to level 2. You do this by clicking once on where it says BOW among your weapon skills. You need to spend another 3 skill points to get to skill level 3, and another 4 to get to level 4 in Bow.

You are now ready to be promoted. You will ususally find the Bow teacher in Sturmford somewhere to the east of the Jarl's Palace. You go up to him, and if your character can be promoted to expert (not all classes can), the teacher will offer to promote him. You repeat that for the other characters as desired, and then find other teachers to teach the other skills you need. When you run out of skill points, it's time to go and adventure some more to get more experience.

Check your Play disk. There should be a file on it called MM9Manual.pdf on it. Judging by some of the questions you've asked, you need to read that. Also, right-click on each skill for each character. That will tell you how far he or she can be promoted in any particular skill, and will also give you some information on what benefits accrue from getting expertise, mastery, and grandmastery in that skill.