Either tie the leader straight to the lure or a snap, they both work. A lot of folks use the snaps for quick lure changes. I prefer the knots myself. If you do a bit of a search for loop knot, lefty's loop, Rapala knot...pretty much the same thing. There are a few different ones but I find this one easy to tie.
If you check the Hints and Tips on the blue drop down at the top of the page there is an animated knot section featuring a perfection loop, it's also a great knot for lures.
These knots will give you a tiny loop which connects to the eyelet of the lure, giving the lure free movement.
I would suggest that you try both the knots and the snaps to see which one suits you.