In the Pipeline toolbar, click Select. Each lead card gets a checkbox on the left. Click cards (or click the card body — in selection mode that is also a toggle, not a modal).
At the bottom a floating action bar appears with "N leads selected" and a Delete button (with confirmation dialog). Click Done to exit selection mode.
Sales roles can only delete their own assigned leads. Admins can delete everything. Max 1,000 leads per bulk delete — beyond that, split it up.