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Yeah, get some token into BSC that is on CubDefi then exchange it for CUB. I think it's from liquidity of other ppl selling CUB for BTC, BNB or whatever, maybe the farms too, not sure. Or maybe it is directly from the farm that sells off because the price rises and it matches with the other paired token. I don't know every detail of how it works, sorry ;)

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The are doing that through the cubdefi site and using the exchange option?

Exactly, they are buying it from the onsite exchange.

You can also transfer LEO from HE and swap them for CUB on CUB Finance Exchange.

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Is there a guide on how to swap LEO from HE?

I have never done that before.