To get one of your dynasty members up in skill you have to level them up by paying money from your Swiss bank account. You can do this in the Dynasty member menu which you can find by holding
and then pressing
.
The easiest way to earn money for your Swiss bank account is by using the "Building Permit" edict, edicts can be found by holding
and pressing
. As soon as this edict is issued you will get a cut of the building costs on every building.
The amount of money to level up your member gets multiplied by 5, if you try to do this while in the same mission so it's advisable to level them up a level at a time during different missions.