@Sarah seconding Justin, a lead may have a a Munchkin cookie set by your website
ExampleCorp.com or
EC and be associated with a known lead there... but that cookie isn't going to be sent to a standalone social property, call it
SarahGram.com or
SG. Even if SG supports custom scripts, so it can load Munchkin.js (a rarity in itself), the cookie set on SG is still going to create a new anonymous lead at first.
The only way to have SG automatically know the lead is to supply it with that information on entry. For example,
if the user follows a personalized link to get to SG -- like saragram.com/examplecorp?token=saras-encoded-token,
then a script running on SG could parse out the user's e-mail address and assocate the anonymous cookie with the corresponding lead promptly. However, organic traffic to saragram.com will never contain any identifiable.lead information. So, by definition, such leads will remain anonymous unless you can get them to fill out a form. This may seem frustratingly redundant, but the fact that the browser doesn't share Munchkin's tracking cookies across domains protects everyone's privacy.