Leads come from many different sources. It is important that all leads are recorded, assigned to sales executives and followed up.
You may have an email address like 'email@example.com' which is probably displayed on your website. People may send emails asking information about your products and services. You can enable Email Account to pull these emails and create a lead for each email.
You can also map the Lead form to a Web Form and publish it on your website. When visitors of your website fill the form, it will be automatically added as a Lead.
You can publish an e-commerce website and allow users to place an order for your products. If a user selects items but doesn't complete the process you can pursue that user as a lead.
If you have a spreadsheet with details of the leads, you can use the Data Import feature to import the leads.