Tethered Capture is a feature of Lightroom Classic that allowing the direct connection of your camera to the Lightroom desktop environment. Images are imported into your Lightroom catalog as they are captured via the connected camera.
Tethered support for a particular camera model normally follows a version or two after the raw file support. Adobe relies on the manufacturer’s (Nikon & Canon) SDK (Software Development Kit) to facilitate the tethering of your camera to Lightroom. The timing of the release of a manufacturer’s support via their SDK greatly affects the time to release for tethered support. In addition, Adobe goes through a rigorous process of integrating the functionality of the SDK and tests tethering before support is announced. Information about Leica support can be found here: https://feedback.photoshop.com/photoshop_family/topics/tethering-with-nikon-and-leica