The first thing you need to do is to click on the lead that you want to delete, this will bring up the editing screen which will allow you to change any details of that lead.

Once loaded, you then have the option at the bottom of the screen to "Delete" the lead that you have selected

When you click on the Delete button, the system will double check that you are clear that you want it to be deleted.

Click OK to confirm.
 

This Lead is now deleted.