You can obtain this in between missions at any point after completing the first mission.
From the Unit menu screen, take the Unit Details option. It will offer a range of upgrades depending on what units you have unlocked at that point. Pick one and it will unlock.
I did it before the start of mission three and upgraded my star infantryman into a bazooka unit, since you will want at least one of them to take on the German armour in mission three. I think it was also a bit cheaper than the cost of recruiting a new bazooka unit.