Copd leads to lung cancer?

Not directly....: COPD is a disease typically caused by smoking, which is also a risk factor for lung cancer. So, COPD does not cause lung cancer but the two diseases share a common risk factor so some COPD patients will develop lung cancer on that basis. Smoking cessation decreases your risk of both diseases and your doctor can help with quitting.

Unlikely: While COPD does not cause lung cancer, the factors (smoking, for example) that cause COPD can also cause lung cancer.