You have to start them when they are small and they don't realize that they are being taught. LOL I broke steers to lead for many years when I was in 4-H. I found the easiest way was to tie them to feed them. I had them in a big pen, and it was a bear to get them caught and haltered the first week, not to mention trying to drag them to their "spot" to feed them. It wasn't too long that when I went in the pen in the morning to feed them before I went to school (my mom untied them later, when she helped dad feed the beef cows), they would blink at the bright light, lazily get up and walk over to their places, waiting for me to tie and feed them. LOL
Mine were always weaned before I was able to work with them............a 6 month old beef calf CAN be a bit of a challenge.