Leading is about providing direction and taking the first step. It's saying "let's get out of here," it's pulling her in and planting your lips on hers, it's taking her hand and leading her into the bedroom, it's slipping your hands under her shirt and onto her bare skin.
Saying "I like you" is not leading. Lesser men say it as a way of giving up the lead to her. That's why women freak out. They do not want to lead. It's hard. It takes guts. It takes resilience. It takes being a man.