Leadwerks is capable of better graphics than Horde3D...They use two different versions of openGL...I don't understand what trying to link them together would accomplish...Why not just make your game with Leadwerks?...You can use external libraries with the standard version of Leadwerks, but Horde3D is a rendering engine, not a library....
Just a suggestion...Drop the RPG as your first project....Start small, like moving a cube around a room etc.....Go through all the tutorials that you can find...Then you will have a much better chance of completing your RPG without getting frustrated and quitting....Hope this helps and WELCOME to Leadwerks...