1. make a new lein project
2. fill in the dependencies in project.clj
3. open your src/core.clj (or whatever) in LT
4. start coding
LT will automatically launch a client and connect to it. In between lein will have seamlessly fetched the dependencies for you (this happens automatically each time you launch or relaunch a client).
You can do manual (C-Enter) or live (Instarepl) inline evaluation in any of your project file or even connect a new fresh repl to the client to experiment from scratch.