I want ot create a URL field in salesforce, for each lead, which will contain and use a variable, e.g.: , in order to conect each lead from Salesforce with a record in a custom database. Any ideas are welcome.

You can use the HYPERLINK() function in your formula field to do exactly what you posted: HYPERLINK(' http://mysite.com/ ' + Lead.Id + '/details', ' Lead.Name ') This assumes your mysite.com website has URLs that match the Salesforce record ID.