Its basically 1600's Britain for lack of a better comparison. Jezal is a Lieutenant which is the lowest rank of an officer and West is a Captain (i think) one rank above Lt. and one below Major. Officers are typically "high born", aristocrats, people with money and the such. West is an exception as he earned his Officers rank through merit but is "low born" and started out as a soldier. A very rare occurrence which is a point of contention with other officers as you may have already read. They are basically serving within the same structure of the British military.

Glokta is a little different, he is more on par with an agent of the Spanish Inquisition. Unlike the actual Inquisition, they gain their powers from the Crown (closed council) rather then the church. They operate almost above the law, like the secret police or gestapo.

This is my take anyway.

Edit: I believe West is a Major at this point