How do you train your horses to respond to your voice (impulsion, direction, work while leading him...)?

Start to use voice cues before you ask with whatever other aid you normally do. Eventually your horse will learn what those verbal commands mean and respond to those before you need to use another aid
Say very loud and clearly while working the word for what you are asking
Repetition! In college we spent Monday's only lunging, and we had to voice train the horses. "Trot UP" and emphasize the UP part, and if they didn't respond you say it again while flicking the lunge whip at them gently. And a lot of "Good ____!" when they respond. My mare now LOVES getting praised, I watch her lunge and as soon as I praise her ears start to flop and she relaxes.
Use different syllables for different cues.
Example, when lunging - when saying walk, stress the W and be quick with the all. For trot, separate and stress the word in half. For canter, you could use can-TER or I was also taught to say GAL-lop (not to say you want a gallop, but it is completely different than the other commands).
Say the gait you want, and when they do the gait, you stop pestering. Use the whip when needed, and slowly wean off of it when they start understanding the commands. Eventually they put the word to gait. It takes time and lots of practice. I have trained my horse for slowing down by doing a high to low whistle.
Also when starting this, always go through the gaits to make it easier.
For other locations, make sure whatever commands you choose are clear and consistent.
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