What is leadership? Lectures on the subject of leadership, conducted either by you or somebody knowledgeable in the field, will help answer that complicated question. Set up a time and day where your entire team or staff can meet and listen to a lecture on leadership.
Consider hiring somebody who is either famous or well-known in motivational speeches. These speeches often revolve around the concept of leadership and gaining the most out of your team or group.
Games or activities that require physical movement are great leadership training activities. This can range from a weekly sports recreation team to a game that requires the use of physical motions or movements.
You need to encourage creative thinking, so activities such as finding lost clues or solving puzzles within a team is a great way to build leadership. Watch and study who steps up and delegates roles, and criticize teams with a lack of leadership.
For each project, assign a different leader. Some people just aren't born to lead, or some demonstrate a great work ethic but are not vocal leaders. That is OK. But encourage everyone to take a stand and try leading a project.