It's impossible.
There, happy?
Your glue will not stick very well to lead; actually it will not stick at all and will form essentially a vacuum bond.
Lead can be cut fairly successfully with a router but it is practically certain you would simply peel the lead off the glue which would remain as a film on the MDF.
For what earthly reason are you wanting to attach lead to MDF? To build a radiation proof cupboard to climb into when there is a nuclear attack?
An open mind is a virtue...so long as all the common sense has not leaked out.