how can design a cicuit can be added to ECG (medical device) to detect if lead are connected ?

Answer 1

Please don't try to feed a voltage into the patients -- most of them won't like being electrocuted!

Your best hope would be to try and monitor the capacitance between the lead and the patient. This would allow a passive (no voltage into the patients) monitoring system.

But you'll have to find out the biomechanics of this on your own...

Answer 2

In a lot of auto-control applications, a resister is placed across the open circuit on the device - if the lead is disconnected, the self test module will not "see" this resistance and will trigger a code to indicate an open or disconnected circuit.
A known small voltage is fed on the circuit and the return voltage is monitored - this set up will detect both an open circuit or a short circuit.
Instead of triggering a defect code, it could just as easily trigger a simple green LED (connected) or a red LED (disconnected).
An even simpler method might be to just complete the circuit to a green LED at the connection - if it becomes dislodged, the green LED will be off..