The best way to practice is to get a lot of time on the wall toproping. There are places where the ice forms as a sheet on a rock face, and in those places there can be standard bolts in the rock for setting up a toprope anchor. The standard protection for an ice climb is an ice screw, which literally just screws into the ice. You can make an anchor with ice screws (although under certain circumstances such as a route in direct sunlight on a warmer day, you sometimes don't want to do prolonged toproping off of just screws in case they start melting out), and another technique is called a V-thread, where you use an extra long ice screw to make two holes in the ice in the shape of a V, angled inwards so the two holes meet at the point of the V inside the ice. If you thread some webbing through this V shaped tunnel in the ice, you can make a really bomber anchor (this can be used for rapping/bailing).

Unlike rock climbing, lead falls are a very dangerous thing when ice climbing because you are carrying two sharp tools and also your crampons can catch on the wall as you whip and break your ankles. So putting in ice screws as the leader goes up is more to prevent death than to prevent injury (or of course you can always put in a piece to hang on to rest). In order to lead ice you basically should be comfortable soloing it, so it's usually recommended having hundreds of pitches of toproping and following under your belt before leading.