l sounds are often called laterals: you pronounce them by holding the tongue in a position that lets air escape around the sides of the tongue, while creating a blockage in the middle.
English has two common types of pronunciation of l, informally called "dark" and "clear". In the clear l, the tongue touches the alveolar ridge (recall, the alveolar ridge is the bit where the roof of your mouth "sticks out" behind your upper teeth). It touches it relatively far forward, so that it may even touch the upper teeth, although this isn't necessary in English. In the dark l, the tongue touches the ridge further back, and the back of the tongue is raised towards the roof of the mouth. Depending on your dialect of English, you may have one or other of these types of l, or both. (Some speakers, for example, tend to have clear l at the beginning of a syllable and dark l at the end of a syllable, though there is considerable variation.)
French speakers, on the other hand, generally have only the "clear" l. It is pronounced with the tongue far enough forward in the mouth to touch the upper teeth (as well as the alveolar ridge), and without the back of the tongue being raised towards the roof of the mouth. Depending on your variety of English, this may be a type of l sound that you make already, or it may be one that you rarely have and which needs some practice.
The French m sound per se should not cause many problems: it is pronounced as in English by closing the lips and letting the air escape solely through the nose.
As with n, what can be a little tricky at first is deciding whether to pronounce m in the first place or not. In general, as with n, the m is only pronounced in French when it comes directly before a vowel (in the spelling— even if that vowel is an e that isn't pronounced as such). Otherwise, if m is the very last letter of a word, or if it comes before another consonant, it usually marks the nasalisation of the previous vowel, but isn't itself pronounced. So for example, the French words faim ("hunger") and fin ("end", "thin") are pronounced identically.
The French n sound is not difficult to pronounce. As with English, it is essentially pronounced by stopping the air between the tongue and the alveolar ridge, and letting the air escape through the nose. However, French n does differ in a couple of subtle ways from its English counterpart.
Firstly, many French speakers make their n sound dental: that is, the very front of the tongue touches the upper teeth as well as the alveolar ridge (as with l).
The second major difference is in a process called place assimilation. We said that basically, n is produced by blocking the air between the tongue and the alveolar ridge. But in practice, in English, the tongue position of n is actually highly liable to follow the tongue position of the following sound. Thus, when an English speaker says "ten girls", in ordinary, non-emphatic speech, they're likely to pronounce this as "teng girls"; similarly, "ten men" is likely to be pronounced as "tem men"; when you say "ten fish", the n is likely to be pronounced by holding the upper teeth against the bottom lip, and the tongue doesn't actually block the sound at all!
Usually, this place assimilation of n doesn't occur in French. When a French speaker says, e.g. une cour ("a court/yard"), the fron of their tongue first touches the alveolar ridge for the n sound, and then the body of the tongue spearately touches the soft palate for the k sound (spelt c). When a French speaker says une fortune, both ns are pronounced by stopping the sound with the tongue against the alveolar ridge.