Here is one trick in a nutshell: You'll have to find out what key it is in and play the same lead a 3rd higher.

For example you play a three note lick in the key of C: E, G and A

To play this lick in dual lead you have to figure out what note is a 3rd higher of each note in the first lick.

G is a 3rd higher than E.
B is a 3rd higher than G.
C is a 3rd higher than C.

This is basically how you do this. If it is still not clear I recommend watching some lessons on intervals.

Check out this GT-channel episode on this subject (dual leads): http://www.guitartricks.com/lesson.php?input=17048

Hope that helps,

JJ