Lord with nothing to hide in farm building (5)
I believe the answer is:
baron
'lord' is the definition.
(baron is a kind of lord)
'nothing to hide in farm building' is the wordplay.
'nothing' becomes 'O' (O resembles 0).
'to hide in' indicates putting letters inside.
'farm building' becomes 'barn' (barn is a kind of farm building).
'o' put within 'barn' is 'BARON'.
'with' is the link.
(Other definitions for baron that I've seen before include "Minor noble" , "Husband" , "Nobleman providing a portion of beef" , "Noble rank" , "captain of industry" .)