The Lead Sheet Association has a website which shows diagrams of typical applications. Look here
http://www.leadroof.org.uk/html/1408.html This diagram is for a lead soaker used on a hip which goes under the slate, with the slates cut neatly into the hip corner. Soaker is the generic word for a covering that goes underneath. I suspect you want a cover flashing over the outside. Have a look at the diagrams in other parts of this website to see if it helps. The way one would fix such a flashing on the outside is by having a wooden rafter down the line of the hip with the slates butting up to it. The lead goes on top and is fixed using copper nails into the wood. Solder is then run onto the top of the copper nail to weld it to the lead sheet and make the 'hole' caused by the nail waterproof. This is a job for a roofer, I suspect.