To add a missing tab in Lightning:
1. To do this go to Setup
2. Go to App Manager
3. Search for the App you have on Classic (in this case, PhoneBurner) and edit it to show it on Lightning and add the Lead Tab on that App.
To add a missing tab in Classic:
Click on the + option next to the tabs
and then click on the customize my tabs option.
Choose the tabs you want to see: