For overall leg development, the squat is a better exercise when compared to the leg press. Whilst they both follow a similar movement pattern, squatting is a much more technical exercise which carries a higher risk of injury. If you find squatting difficult, the leg press makes for a good alternative.
The squat is a functional compound exercise that involves driving back the hips as though sitting, whilst bending at the knees and ankles. The movement engages multiple muscle groups throughout the body with an emphasis on the lower body.
A Bulgarian split squat is an exercise to target your lower body and is undertaken by elevating one leg behind you and squatting down on the front leg.