If you want to generate leads from advertising, you have to be prepared to get people to a place that you can collect information and follow up with them.
This will be obvious to people that already have mastered lead generation advertising, but if you have not it is critical.
Your advertising must draw people into an offer that will collect information – that information is in exchange for a great, maybe free, upfront offer and then you use that information to derive long term value from upsells.
Nearly any business can do this either with a web page or a phone center.
Lead Generation via advertising is just about planning and knowing what your goal is – not to sell the main product, but to capture the lead.