Do leaders follow orders?

If we are talking about orders in form of laws, rules of society that must be obeyed by everyone, then yes. Leaders also follow their orders made by themselves: it is best when leader gives example to others.

But, it would be wrong to follow orders from other people. If they are leaders, they give orders to people. Whose orders leader would listen? It is good to listen his/her advisors, co-workers or assistants for advice, support and better idea. But if they follow someone else's orders, making moves someone told him/her to do, that means they are maybe incompetent, dishonest, being manipulated by others like a puppet on a rope. That can also be the case.