Unfortunately, if you have pure lead, you can do nothing to turn it into gold. However, if you have graphite (the material most pencils are made of) and you put it under extremely high pressures, you can turn it into diamond. The pressure it takes to turn graphite (which is pure carbon) into diamond is so immense, however, that human force cannot do it--you need a huge laboratory specially equipped to pressurize materials.

You can't. That's a medieval fantasy. Gold and lead are different elements.