Despite the independent nature of the cat, many cat guardians have successfully taught their kitties to walk outdoors. While it is a natural thing to take a dog for a walk, it really can become a natural thing for a cat as well.
Training your cat to the leash is best done in small steps. First, allow the cat to get familiar with the leash by placing somewhere it can be sniffed and evaluated. Then, in baby steps, put the leash or walking jacket on your cat.