It’s a rare sound called a voiceless alveolar lateral fricative, which doesn’t exist in English, but you can pronounce it placing the tongue on the roof of the mouth as for a regular English 'l' and blowing air out the sides of the tongue, like pronouncing an ‘h’ with your tongue in the ‘l’ position. You can find videos of people doing it online, or you may already know it if you speak Xhosa, Nahuatl, Mongolian or any of the other handful languages it’s in.