You did use the cable from ledger, right ? Because you need a cable with power pins. Most transfer cables do only have data pins, and are missing the power pins.
I think you might be a bit confused there... Generally all the USB cables have power pins... but some power cables don't come with the data pins. As the OP bought an OTG kit, it SHOULD be the right cable.
The tab itself is OTG supported, is other setting is required on the tab? How?
If the ledger is not turning on, then there are 3 possible reasons:
1. Wrong or damaged cable.
2. The Lenovo Tab is not (enough) supplying power.
3. Broken Ledger
Do as bob123 suggested, and test the Ledger with another tablet or, better yet, a desktop computer and a normal micro usb cable... that will rule out a broken ledger.
You can then test the Lenovo OTG functionality by connecting a USB mouse to your Lenovo Tab using one of the OTG adapters. If the mouse powers up and allows you to move a cursor around on the tablet screen, then it definitely supports OTG. If the mouse doesn't work, you may find that while the Android software version you have has support for OTG, the actual hardware (ie. the usb port in the tablet) might have had the OTG disabled/not wired up. I've had a couple of phones like this.
If the Ledger and the Tablet both work with other devices, then it's most probable that the cable/adapter you're trying to use is faulty.