Go into the 'Squad screen' and on the menu-bar thing under Squad there is 'Allow extended leave' and a list of players that could do with it and your physio's reccomendation of how long they should be given it for. The only requirement is that they are in need or a rest, and are looking tired.
If you mean the leave like TJD said, you can't give any player leave for being homesick, but if they ask for it you can grant it. This is different to extended leave though.