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The LB on an Xbox 360 game pad is the left shoulder button, where as the LT on the game pad is the left trigger. Same for the right side as well. (RB and RT)
"L" would likely be the Left stick, however it's possible that it's the buttons on the top of the controller on the left side. Depends on the game, which one they're talking about. On the left: L1 is the top, L2 is the trigger like button below L1 and L3 is the stick (it pushes down).
Press and hold the L-button, then tilt the controller stick to either the left or right. When you are doing both of these things simultaneously, press A and you should be jumping sideways.
On the back of it!
Nothing.