Felines can be trained to walk in harnesses and on leashes, just like dogs. All it takes is some gentle and patient cat training. Success is more likely if you start when your cat is a kitten, but if your cat doesn't enjoy it, there are plenty of other ways to have fun together!
Using a cat harness or leash to walk your cat is a good idea, but make sure you follow these cat training tips as well. http://healthypets.mercola.com/sites/healthypets/archive/2012/03/07/walking-your-pet-cat.aspx