Right, I thought the same. Construct it such that a Lemming falling down from the top will have to clear every level to the bottom instead of just falling past all of them.
As the first paragraph says (“Drag one to carry it”) you can move them around to put them on/in the parts that you want to test their interactions with.
Other than respawning them as you scroll around, so one starts in an appropriate place as a test comes into view, and resetting them automatically, perhaps on a timer, there probably isn't a better way to properly show it off than that.
It is unfortunate that the scenery is positioned in such a way that lemmings end up falling by the side all the way to the bottom of the screen.
Perhaps it would look better if you removed the padding from <body> and arranged the scenery a bit differently.