Wow, it's a cool game but it was made in 2015 and probably saw few public updates since.
To Upgrade press the Right Mouse Button then the top button on the Map.
PS: She's Immortal on Level 1 so use it to your advantage.
Levels 2-6 are all against a large horde of those black blobs after picking a key. Thanks to my 4 Halo-copters (level 3 summoning spell) they didn't stand a chance.