The enclosed Leader tokens are neither a Race nor a Special Power. Instead, they are a new option that is offered to you: whenever you pick a new Race and Special Power combo, you may opt to also immediately attach the services of a Leader to your Race.
In this case, you pick the corresponding Leader token and add it to the stack of Race tokens you receive. Your Leader disappears the moment his Race goes in decline; But as long as your Race is active, he will act like an additional Race token, with the following exceptions:
Your Leader is brave and cannot stay in a Region that is immune (because of the presence of a Dragon, Hero, Hole-in-the-Ground, etc...), at the end of your turn. If there are no non-immune Regions, keep your Leader off the board at the end of the turn (like the 4 Amazon bonus tokens that can only attack).
If your Leader is in a Region that is conquered by an opponent, this opponent immediately captures him! You can then pay your opponent a ransom of 1 Victory coin from your own personal stash to get your Leader back. The capture (and eventual ransom) of your Leader occurs in lieu of the normal 1 token loss that happens when a Region is conquered (if any; Elves can still get their Leader captured and ransomed; ditto for a Leader falling victim to the Sorcerers' spell).
At the end of the game, any opponents' Leader that is in the personal Victory stash of a player (as a result of that opponent's inability — or lack of willingness—to pay a ransom when his Leader was captured) is worth 2 Victory coins for the player who still holds him captive.