Hi. Since i can remember there is no automatic levelling for companions in POE. So how i am supposed to do it since i don't know what will be the best stats/skills. Thanks and have a nice day...

its a bit hard question as companions are rather flexible in this game. Most of them can be built into 2 or more different ways depending on what you need. Might be slightly easier if you tell a bit about your own character or like who do you want

I just pick one of the builds in the build list and off I go.

I run Eder as lady of pain tank, Grieving Mother as a melee cipher (shattered mind build) who uses Firebrand from the gloves and belt, Kana as a chillfog chanter, 
Durance as the support priest build, Aloth as a focused controller wearing Raiment of Wael's eyes + soulbound scepter +gauntlets of swift action + Lilith's shawl 

There is automatic leveling iirc. There should be an option in the game settings menu. 

Where is that option ???

Isn't it the option to level up characters only when adding them...

Yes, you are right. It's only auto-leveling companions before you pick them up - sorry. 🥴

I forgot about that limitation since I always wanted to level them manually. But since there is the retraining option you can try things out without too much regret. 

Yes. Perhaps...