To delete a lead you just need to archive the card. You can archive it one by one or archive all the cards in one list. Archived items will disappear from your board but will show up on your search results making it possible to unarchive a card at any time. In the board menu there is an option to see all the archived cards in a board. From there you can unarchive also any item. If for some reason you want to permanently delete a lead, you can do so by using the "Delete" option that is available on any archived card.