Alex Salmond is standing in Gordon for Westminster and if he gets in will be an MP but will not, I think, be the leader of the SNP in Westminster. That job at present, and I hope in the future, is done by Angus Robertson, who is standing for re-election in Moray.
Nicola Sturgeon MSP is the leader of the SNP (overall, not in Westminster) and is not standing for election as there is no election until next year for the Scottish Parliament. She will have no vote in Westminster, of course.
I hope that adds a little light as there seems to be a lot of confusion 