This is how I did it,
I used DXTBmp
1) Create a bitmap of your created leader
2) Open up DXTBmp and click open
3) In the drop down menu select extended bitmap and find your leader picture.
4) Click save as, make sure you are saving it as a dds file
5) To create the button open up Art/Interface/Buttons/Civics_Civilizations_Religions_Atlas.dds
6) Add in the a new button anywhere (Try using the attached template) and put in the corresponding alpha background (You can copy and paste this)
7) Save as Art/Interface/Buttons/My_Leaders_Atlas.dds
8) Open up Assets\XML\ART\CIV4ArtDefines_Leaderhead.xml
9) Add the following code
<LeaderheadArtInfo>
<Type>ART_DEF_LEADER_YOUR_LEADER_NAME</Type>
<Button>,Art/Interface/Buttons/My_Leaders_Atlas.dds,(Co-ordinates of the button in form x,y)</Button>
<NIF>Directory of your leaders art file e.g. Art/LeaderHeads/Garm_Bel_Iblis/Bel_Iblis.dds</NIF>
<KFM/>
<NoShaderNIF/>
<BackgroundKFM/>
</LeaderheadArtInfo>
10) Open up Assets\XML\Civilizations\CIV4LeaderHeadInfos.xml
11) Find and edit this piece of code for your leader
<ArtDefineTag>ART_DEF_LEADER_YOUR_LEADER_NAME</ArtDefineTag>
12) Now when you run the game it should work. If it doesn't PM me and I will try to help