How to create a link to jump to “Leave a comment” part?

The code below should be something similar to what you’re looking for

Inside the loop template you use for listing blogs (like index.php) you need something like this

<a href="<?php the_permalink(); ?>/#respond"> <!-- The blog permalink with the anchor ID after -->
    <i class="fa fa-comments-o"></i> Leave a Comment
</a>

Inside your comments.php file you could have this

<?php if ('open' == $post->comment_status) : ?>

    <div id="respond"> <!-- This is the element we are pointing to -->
        <!-- Code for comments... -->
    </div>

<?php endif; // if you delete this the sky will fall on your head ?>