Speaking on Sky Sports, Henry said: "He can play in a lot of positions. I said when he first arrived that, for me, he is not a holding midfielder.
"He can play in a lot of positions but that is where he is at his best. That was vintage Juve Pogba.
"Every time Lingard was making that early run inside, he was occupying that position on the left.
"When you go back on your right foot — I used to go on the left myself — you can ping a ball on the other side, you can play that reverse pass, you can play a cute one-two, you can dribble past people. As we saw, he did it all in the second half.
"When he plays at that level he is almost unplayable and I think he changed the second half.
"He went up to a certain level. That's what you do as a captain. You say to your teammates, 'guys, follow me. I'll show you the way'.
Henry added: "When he plays like that and when he plays on the left, coming in and being kind of free, it's very difficult to stop him.
"Today he acted like a captain. That's very important too."