There are 3 places you can change the stage of your leads. In the leads card.
Every lead will have a dropdown on the top right of the lead card, where you can select the stage.
Click tickets/pipeline from your leads card navigation and you can drag and drop the leads into any stage.
In the details sidebar
In your sidebar on the Tickets/ Deals tab you will see a dropdown where you can select what stage the lead will be in.