If your child is having problems pronouncing certain sounds correctly, there are wonderful free resources available to you through the internet. The few I readily found when I was asked to look can be useful to parents, teachers, homeschool, foreign students, ESL, etc.
To gauge how your child is doing in relation to his peers, you can use the free Speech Development Chart on Home Speech Home. Most children will fall into the normal category. If your child doesn't please don't react in such a way you compound your child's problem. Love, acceptance of the situation, working towards a goal with patience and a lot of practice.
There are videos of speech therapy sessions you can use with your child. Henkel Speech Therapy says "This channel is designed for children, teachers, and parents. If you have a child that struggles being understood, saying a sound, and has low vocabulary-this channel is for you. Find the video that fits what your child is working on and practice 1x a day for 10 minutes." This is a wonderful resource!
Mommy Speech Therapy has detailed, easy to follow instructions on how to coach your child to pronounce the L sound properly. This site has many other free resources you can use and offers fee based online speech therapy sessions.
You can also find the full Articulation Differences and Disorders Manual online. This contains a great deal of information you may or may not find useful depending on the situation.
Many younger children say W for the L sound or have difficulty with the "TH" sound. Whatever the issue, search the internet and make use of the available free resources. There are many, many more of these types of resources out there. It is more comfortable for a child to work with a patient and gentle family member in familiar surrounding than be carted to an unfamiliar place with a stranger. However, if you do not see progress with consistent effort, find a good speech therapist and help your child before the issue becomes harder to correct.