How/Where I can upgrade 4 link on Gloves/Helmet

TL;DR
Wait until you have the crafting bench options to spend currency on socketing+linking your gear. Links aren't that important early on and if you keep your eyes peeled a well-linked item will drop from an enemy eventually.



Your character level shouldn't actually inform when you decide to manually socket+link your items. That decision is made based on how many orbs you currently have and how good the particular item is for your build (or how long it's going to last you).

It Takes (on average) 10 Jeweller's Orbs to get 4 sockets on an item that is higher than item level 25 (hold the ALT key while hovering over the item with your mouse to view it's item level. Item level is not the same as the level requirement to use an item.)

It takes (on average) 5-6 Orbs of Fusing to get 4 links on an item that has 4 or more sockets. item level is not relevant to linking existing sockets on an item.

Keep in mind that both Orbs are random, which means it can take much more or much less currency than I stated above to get the desired results, depending on how lucky your are. Items with Quality have better chances than items with no Quality. You can increase Quality by using Blacksmith's Whetstones or Armourer's Scrap.

As you progress through the story, you will also unlock the option to use the crafting bench to guarantee the desired amount of sockets or links. At the bench, crafting 4 Sockets costs 10 Jeweller's Orbs, and crafting 4 Links costs 5 Orbs of Fusing.

(https://www.poewiki.net/wiki/Orb_of_Fusing)
(https://www.poewiki.net/wiki/Jeweller%27s_Orb)