Word Distinction: Leading the Way

To lead is to show the way by going first:
You lead and we’ll follow.
She led them down the mountain.
To guide is to go with someone (who needs help) in order to show the way and explain things:
He guided the blind woman across the road.
He guided the tourists round the castle.
To direct is to explain to someone how to get to a place:
Could you direct me to the station, please?