Lead Ads are very useful to get valuable data on potential customers! 

Here's how to set them up: 

In the Campaign Flow, choose the "Lead generation" objective: 

Then, after choosing the audience you want to target with your ad, you'll end up in the Creatives step, where you'll be asked to choose the Instant Form you'll be using.
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You can either choose from the ones you already have available, or create a new one. Be careful, all of the forms you're using (or creating) are linked to the Page you're selecting at the top:
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If you decide to create a new lead form, it will open a new window, taking you to the Facebook Lead Form builder: 

From there, you can build your own form! Don't worry, you'll be guided every step of the way with Facebook! 

The rest of the flow is similar to a normal campaign!