Who do you mean by they? If you mean Koreans, we pronounce "L". But this English pronunciation is different from Korean pronunciation. Korean is completely different language from English, so all pronunciations are different though there are similar sounds.

Thtere are no english alphabets in Korea, they have their own. I think the question is asked that korean people don't pronounce "L" in English. For example: I am taking lessons at school ( without the l, it sounds like, I am taking essons at schoo). If this is the case, I would say, it is not true.

i second chopin's answer. koreans do pronounce L and they are capable of pronouncing it. but if you're talking about japanese or vietnamese people, yes they hardly pronounce "L".