Here is a related integral for which W|A will correctly interpret input and offer show-steps.
Integrate[1/Sqrt[Pi^2+x^2],{x,0,E}]
Changing x to x2 makes it go sideways though.
I used concrete values instead of R and l so as to avoid the need to argue with Alpha over whether it should take the Assumptions option of Integrate or otherwise infer ranges of viable values for those parameters.
