Can I evolve the warlords in their episodes?
For example, in Kenshin's story ,his Gallade's link is 75%, so will Kenshin evolve.
Yes you can every warlord leader can evolve at least once, in fact there are some that can only evolve inside their own story. The reason your Kenshin hasn't evolved yet is that you probably haven't completed all the requirements to make him evolve. To make Kenshin evolve you have to have a 75% link with Gallade and have already have completed Shingen's story. For a full list of warlord leaders and how to make them evolve look here.