I understand that often times jazz is improvised, but how, exactly? For instance, who leads? Is it always the same person/instrument leading?
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It depends a bit on the style of jazz. Big bands will have complete arrangements, but the arrangement will have a section or two designated for a solo.
In a small combo it’s a bit different. This could be just a piano, bass and drums, or there could also be a trumpet or sax player, or both.
Bands like that work off of lead sheets. It will have the melody of the song written out, with the chords that are to be played. They’ll play the melody together, sometimes called the “head”, then everyone will take turns soloing over the whole song. The bassist will improvise a walking bass line, and the pianist will improvise the accompaniment based on the chords of the song.
As far as an actual solo goes, there are many approaches. You can base a solo on the chord tones, or you can use scales or modes that fit with the chords of the song. Different styles and periods of jazz have focused more on different approaches.
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