I see that the KD is 42%. Im not sure if this is really difficult but i feel like i can maybe do it
you may not be sure, but I am sure. Don't even think (much less try) ranking for that keyword in this stage of your SEO experience (which is very basic since you need to ask all these questions).
And it's not a hard keyword to rank for because Ahrefs says so (although, that's a good indicator), but it's a hard keyword to rank for because of the niche is in. More specifically, the SEO niche. Keywords in such profitable and specialized niches, especially keywords with such high KD, are very tough to rank for and take a good amount of resources (time, know-how, and money). Not just every Tom and Dick can rank for these keywords without knowing what to do and you clearly don't know what to do to rank for this keyword if you need to ask these questions. I'm not trying to talk you down, but I do try to scare you because I don't want you to make the same mistakes that I (and probably many other newbies) have made.
Again, when doing (proper) keyword research you also need to look at many other factors besides the keyword itself, and in this case the niche plays a big role. In general, all niches where people spend a lot of money, and good money (and SEO is one such niche) the competition is usually fierce and newbies have no chance of breaking into that niche with a piece of content. Even if you disregard my advice to stay away from this keyword (and from the niche altogether) and you somehow rank for that keyword your rankings won't last because whoever's searching for that keyword is interested in a lead generation agency (ie. a company that knows how to generate leads, which you clearly don't know, and this will be easily visible to your visitors, and they will click back / away from your site and this will send signals to google that your website is not useful to them, and as a consequence google will drop you in the SERPs).
But im wondering, the other terms below it, they are very similar and im wondering, if i rank #1 for the "lead generation agency" does that mean i will rank #1 for those other similar keywords beneath?
You can rank for them if you include them in your content
If i want to rank for this "lead generation agency" does that mean that i write one piece of content on this keyword? Or do i write multiple pieces of content for this keyword?
One piece only. If you write multiple articles around the same keyword you will cannibalize your own pages and google will not know which one to rank, so it will de-rank all of them, together. Better to just focus on one keyword (including its variations) with each article.
I would be including the keyword in the: "URL" , "Title" , "headline" "content"
yeah, you need to include it in the title and content for sure... maybe in headline, too. The URL is not that important in my experience. Just name the URL something short, catchy and relevant to that keyword and you're ok, you don't need to name the URL the exact same keyword
Im also wondering, how would i rank for these other similar keywords? Do they have to get mentioned in the content? Or do they each need their own article? How does it work?
it usually depends on the intent of the keyword. Sometimes, keywords - even though they seem closely related to each other - they just don't have the same intent. In which case you create a different article for every single one of the keywords that have unique intent.
In your case, I just skimmed over the list of keywords, and they all have the same intent. So, you don't need to write an article for each one of them. Just include all of them in the content in a natural way. By "natural way" I mean that instead of creating a sub-heading and a few 100s words for each one of those KEYWORDS (like most newbies would do), you should create one sub-heading and a few 100s words for each one of the CATEGORIES.
For example, instead of having an article with the title "lead generation agency" and 6 sub-headings (each sub-heading catering to each one of the 6 keywords that I can see in your screenshot), you should have one article titled "lead generation agency" and only 4 sub-headings because "b2b lead generation agency" + "b2b marketing agency london lead generation emea" can be grouped into the same sub-topic since both of these keywords talk about the same thing (b2b lead generation)... although, if I'm being honest the london-based keyword is a local keyword, and I would exclude it from the article altogether if your agency is targeting the global market (if you're targeting the london / UK market then you can include that keyword in the article, no problem, but otherwise leave it out).
And the other 3 sub-headings (sub-topics) would be "ad agency lead generation" (sub-topic 1), and "lead generation for digital marketing agencies" + "digital marketing agency lead generation" (sub-topic 2), and "social media lead generation agency" (sub-heading 3).
Also how would i determine many backlinks i need in order to rank above them?
SEO is not exact math, and even if you figure out how many backlinks you need to outrank your competition it doesn't mean that you will outrank it with that many backlinks because number of backlinks is only one of the ranking factors. Google uses over 200 signals to decide where to rank pages, and it's true that backlinks and referring domains are 2 of the biggest ones, but there is also topical relevance, EAT, site authority (the total number of backlinks and DR metrics), user engagement, on-page SEO, and many others.
So, just because you might be able to figure out that you need 16 backlinks (just a random number to convey my idea, it doesn't mean that you'll need precisely 16 backlinks) to outrank your competition doesn't mean that you're gonna outrank it if you get 16 backlinks. Or even 17, or 50, or 300, or whatever. Sometimes, having better content and a more topically relevant site will help you outrank your competition. Just not in tough niches like SEO
In such niches, you need very strong backlinks, and a shit-ton of them. Which is why I recommend you stay away from this niche until you rank a few sites and make enough money to comfortably chase after tougher (but more profitable) niches like SEO, health, finances, travel, online business, tech, etc. Until then, stick to easier niches, like pets, crafts and hobbies, self improvement (although, this niche can be tough, too, if you target the wrong keywords, but at least it has millions of keywords to choose from, so you might be able to find a few dozens that you can rank for to build your site's authority enough to go after tougher keywords)
So anyway, you can figure out how many backlinks you might need simply by checking out how many backlinks your competition has to the URLs that rank for this keyword. But, like I said, the backlinks alone is not enough to gauge the real toughness of the keyword, especially if your competition has hidden PBN links (which is very common nowadays in such profitable niches), and sometimes you do need to look at other things as well (namely, your competitors' authority, number of RDs, quality of content, etc.)
Do i look at "referring domains"?
you can, if you want. But it won't do you any good
Referring domains is one of the biggest ranking factors, but the number alone is not enough. If your competitors have 100s of RDs but most of them are garbage (forums, pinterest, quora, link farms, etc) you might be able to outrank them with only 10-20 RDs that are of high quality (high DR from sites in your niche, that have good rankings and traffic, for example)