You can upgrade the soldiers that your soldier upgrade structure dispenses the same way you upgrade towers. From level 6 and beyond you can go up to it and press + to open up the upgrade screen, where you can select any of the upgrades, given you're the appropriate level. Then wait near the structure a few seconds until the upgrade bar disappears and you're done. You can do this on all of the stations in your base, and repeat them with different upgrades whenever you want. Once you hit level 6 you might as well do this every time you respawn, to get it quickly.