Bending notes is one of the classic sounds of lead guitar playing which comes from the Blues. Players such as BB King, Eric Clapton, Jimi Hendrix, Stevie Ray Vaughan, Eddie Van Halen and Joe Satriani are all great note benders.
A bend is achieved by fretting a note and then pushing the string sideways across the fretboard towards the adjacent strings. You can bend from any note of a scale to any other note of the scale. When bending notes it is important to keep a supporting finger behind the one you are using to make the bend.
This gives you more strength as well as more control. It is also helpful to have the thumb of the left hand right up over the edge of the neck to help push back against the pressure of the fingers. The symbol for a bend is a curved arrow accompanied by the symbol "B".
Here is an exercise for developing your ability to bend notes. Make sure you reach the exact pitch you are trying to bend to. In this exercise you are bending from D to E on the third string and then playing another E on the second string. Listen carefully to make sure your bent E note is not sharp or flat. Try recording yourself bending some notes and then listen to the recording to check the pitch of your bends.