Also note that, bafflingly, the game's sound is disabled by default. More bafflingly, the music from the title screen and introductory segments plays regardless of whether it is currently toggled on or off. Press CTRL+Z in-game to enable it.
Ah yes, and here's how you level up your characters:
Once you've freed a shrine and taken its moonstone (by using the proper Rune and Mantra), return to it and Talk to it. If you have enough experience, you'll advance a level and gain stat points depending upon the shrine you visit: