Hi Dreamer! A leg extention is most commonly performed on a leg extention machine. If you do not have access to a leg extention machine (mostly found in fitness centers, on home gym units, or in rehab centers), then you can simulate the movement by sitting on a table or chair with your legs dangling down. Put on a set of ankle weights(use a challenging weight of say 15 pounds per ankle or so)and sit with good posture while extending your legs forward out in front of you and then returning them to the starting position. Do three sets of 12 reps.
Recently it has been questioned whether one should fully extend their leg forward or simply extend it 3/4 of the way up(safety issues regarding knees and ligaments). Just thought I would point that out should you decide to do this exercise. I use my own discretion and go all the way up to a straight leg position (but not locked out)when it feels comfortable and not quite all the way when my weight is much heavier.