Collect materials: 9 blocks of lead (or lead nuggets), and 1 blast furnace
Place a blast furnace and fuel it (coal, charcoal, or other furnace fuel)
Smelt lead ore into lead ingots in a blast furnace
Craft lead blocks from lead ingots (9 ingots per block)
Optionally craft lead armor/tools/weapons using lead ingots in a crafting table
To make lead items, place the required pattern in a crafting table using lead ingots
To make lead weights or decorations, use lead ingots in the appropriate crafting recipe for your mod/pack