With custom development, there are many ways you can capture leads with custom Visualforce pages, but as far as core functionality, there are 3 main ways you'd get your leads into Salesforce:
1. Manual entry on the lead page
2. Data import via the import wizard, Data Loader, or a 3rd party tool (good for mass imports)
3. Web-to-lead to capture leads directly from your website
With custom development, there are many ways you can capture leads with custom Visualforce pages, but as far as core functionality, there are 3 main ways you'd get your leads into Salesforce:
1. Manual entry on the lead page
2. Data import via the import wizard, Data Loader, or a 3rd party tool (good for mass imports)
3. Web-to-lead to capture leads directly from your website
Let me know if that answers your question or not.