Leader points are gradually accumulated as time progresses and you do stuff in Multiplayer or Skirmish. It's also very easy to forget you have them when the action gets exciting!
To use Leader points, simply pull the
and highlight the leader ability you want to upgrade.
Other than that, just play a game and keep going until you've upgraded 5 Leader abilities, or you'll VERY easily get this in a few games of multiplayer/skirmish just playing normally. The Leader Points show up quite quickly...