The company spends money trying to get business (that is called Marketing. It is the advertising done for the company in hopes of getting people interested).
When people inquire about the company, wanting more information or want to buy the product, that is considered a lead. "Leads" are given to the salepeople so that they can service this new client and, hopefully, write an order.
I would re-phrase the sentence to:
"How effectively does your Sales staff follow up on leads from the Marketing Department?"