Connecting Raspberry Pi to Arduino Leonardo
Plug the Leonardo in to the USB port of the Pi.  Open the serial port /dev/ttyACM0 and send the data.  On the Arduino receive the data through the Serial object.

Alternatively, connect the Pi's TX pin to the Leonardo's RX pin, and connect the Leonardo's TX pin, through a 5V -> 3.3V level shifting circuit (there's lots of options - google them) to the Pi's RX pin, then use /dev/AMA0 instead of /dev/ACM0.