You can associate leads to different groups when entering them manually or when using a webform to collect them and place them into the Accounts database. Be sure to give your groups descriptive names for best results.
e.g. You capture some leads from a trade show, now you can create a group called Automotive industry Show 2016 and add all the leads you have captured to the newly created group with the descriptive name.
Now, you may query your leads by the different group names.