#1
Does every lead have to pertain to chord? Ex. "Little Dreamer"- Ensiferum


|------------------------------------------|
|------------------------------------------|
D|----------------------7|-------------7--|
A|-7---7-10|-9-----9--|-10-9-7-9----|
E|---7-------|---10-----|----------------|


This is played over a whole note E5, a whole note B5, and a whole note G5. Does it form a chord(s) or am I looking to deep into it?
#2
Most conventional music will follow a chord through relation to a scale and the root notes emphasized in each bar. So yes, it is following a chord progression if what you say is accurate.

The only times when music doesn't follow a chord progression for sure are in noise music, extremely minimalist music, free jazz, and serialism, and even in those, chords can still come about, if only for one or two repetitions of a theme.
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#3
Well, the first bar of that riff forms an Emin, the second forms a Dmin, (actually a Bmin7, including the B5 underneath it), and the third doesn't appear to be trying to draw a chord, but the fact that there is a G5 underneath it certainly changes the sound in comparison to any other chord being there. Not sure if that answers your question, but that's what I'm getting out of this.
#4
It needs to relate to the chord in some way. You can always use notes from the key as passing tones, melodic notes between the beats/accents.

Non-chord tones are common, but you need to understand how they function melodically and harmonically.
#5
The chord will affect how the note you play will be heard, so it's good to take the chord into account when playing.
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#6
You can play leads that make their own melody, only referencing the harmony insofar as to avoid rotten-sounding note clashes.
#7
Quote by AlanHB
The chord will affect how the note you play will be heard, so it's good to take the chord into account when playing.


This.

EDIT: If you have a means to record yourself then do so as you play a simple chord progression. Now, play back the recording and play over it and learn how different notes sound over different chords. Fun experiment.