When you compete the todo of the particular lead you can mark todo as complete.
To complete the todo click on the lead from milestone.
Open the details of lead. In the right side click on Checkbox front of the todo under the Todos section.
There is shortcut to mark todos as complete. Just click on the Todos button on the lead from milestones.
The popup will open then you can simply mark todo as complete by clicking on the Checkbox.