Hi Sufyan, 

It is worth noting that pending communications on a Lead come over as pending communications onto the opportunity (which when are available at Company Level. I'm not aware of anything through the GUI that would allow the copying of completed communications / notes though. Think you would be looking at some backend kind of work. 

The problem is that notes do not link to multiple records. You can configure notes to "roll up" from a person record to display on a company record but that's it. Copying notes from a lead requires creating new notes via a copy process, or you modify the record and entity IDs on the note to point to the opportunity, but that would take them off the lead.