I'am creating a integration between our website and our salesforce instance. Use case is to save record entered in website as lead in salesforce. I'am creating a connected app but I don't have an idea what to put in the callback url. Can I put the example in the help text https://login.salesforce.com/services/oauth2/callback?
The callback URL is the URL that should receive the access/refresh tokens. This will be wherever you deployed your code to, for example https://www.example.com/oauth2/callback. Since you're in control of your own website, the URL is whatever you want it to be.