Cant Create A Lead From Email

Cant Create A Lead From Email

Hello,  I read in support area that I should be able to covert an emal in Zoho CRM email to a lead by:

1) opening the email

2) clicking the ADD TO button and selecting LEAD

problem I have is there is no LEAD option when I click ADD TO button.  Just "Add A Filter" and "Contact" option.  How do I convert an email in my inbox to a lead please?