The Lead Link role in the anchor circle behaves differently than roles in subcircles. The role will only appear on the org chart and circle page when somebody is assigned to the role. In the screenshot below you can see that there is no Lead Link role in the outermost or "anchor" circle:
By clicking on the name of the outer circle (here: "General") you navigate to the circle page for the General Circle. Click the Gear Icon next to the circle name on circle page to open the settings dialogue. (if the gear icon is not visible, then you do not have permission to perform this type of action. Ask an administrator account holder in your organization for help) Type the first few characters of the person you want to assign to the Lead Link role, and use the autocomplete dropdown to make the selection.
Now the Lead Link role is visible on the org chart. To remove the role, just repeat the steps above and remove the Lead Link's name from the textbox.