Once you reach level 20 on any agent you can then go the upgrade menu and spend upgrade cores on super agent levels. You will need 20 upgrade cores to reach super agent level 20 which is also agent level 40.
Upgrade cores can be earned many different ways including collecting crystal shards and doing various side tasks. Things such as the wreck room challenges and capturing legion outposts tend to give you more.
Another good way to earn cores is by doing the global conflict missions where you send an agent off and they'll bring back either contracts or rewards such as cores. I would suggest starting these early so you can work your way towards the moscow mission for the following achievement: