You create a keymap under Control and call it "Slot 1 is Leader". That's just a key map that does whatever you tell it to do.

However, under your team list, you should be able to click on the actual slot (like Slot 1, or Slot 2) and you'll see an area that says something like "do this key map when this slot is activated". That's when you call the keymap "Slot 1 is Leader".

As a side note, along with my changing of toons to different ATGs, I also do the keymap JambaLeader inside "Slot 1 is Leader" key map. So, whenever my window focus changes, Jamba automatically promotes the current toon to leader as well as allowing for the dynamic formation.