This group here was one of the first to make pre-release Leonardo's.
Do some reading, see what you can figure out.
Come back with what you find.
My expectation would be that one would load a bootloader the normal way, with an AVR ISP Programmer (such as Atmel AVR ISP MKii) connected to the pins that make up the ICSP header: SCK, MOSI, MISO, Reset, Gnd, Power (Note: MKii only senses the voltage, board must be powered otherwise). (There is a mod I've seen to MKii to connect power to the Vcc header pin so it will supply power - I've not hacked mine, I just supply external power - sometimes just using a 3 AA battery pack).