You can get home test kits at most hardware stores ... you scratch up the paint a little bit, and put some chemical on the little indicator strip, and it'll change color of lead is present.
One of the big things I'd look at is if or when the windows were replaced; as the original wooden windows will be grinding the paint, even if there's a layer of paint over it, you'll get dust there, which can become airbrone. The best remediation would be to change out the windows entirely, which would then give you better insulation, too.
Your next most likely place to find it is doors and door frame, and on the trim; it's not as common on walls, although it's still possible to be on walls. Again, the easiest remediation is wholesale replacement; You should not sand the areas for fear of it getting airborne, then being trapped in the carpet, etc.
And like Karl said -- most home inspectors will recommend what needs to be done (although, they might not tell you who to use, so they don't seem biased), but when I bought my home in Maryland, lead paint was not one of the inspections that was performed; it might've been part of a different inspection package.