In the Dungeon Master's Book, the book contains instructions on how to level as per this link. If you're interested in having them level all the way to thirty, you'll need to grab the book "Heroes of the Fallen Lands".
Characters created as part of the Red Box are first level characters as presented in HoFL. HoFL presents more options to the first level character though, and so players should be allowed to retrain if they wish. Beyond that, use the level progression from HoFL for your red box characters.