Step 1 - Activate "Developer Mode"
Step 2 - Add New Field
Step 3 - In "Relations to Collections", select "notes" collection.
Step 4 - Select relation type "Sublist" and press "Create"
Step 5 - We're done - now we can add "Note" children to each "Lead"
Extra: We can now use the REST API to get all "Notes" for a "Lead"