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.