Is the field mapped to Salesforce?
In your Marketo Admin area, under Field Management: Search for the Lead Status field and see if there are any values in the CRM Field Map section.
If it is not mapped, you'll need to file a support ticket to have Marketo Support set up that mapping for you.
If the field is mapped, any field change in Marketo should automatically sync over to Salesforce, as long as the Lead exists in SF.
You will most likely use the "Change Data Value" action in a Flow or Campaign.