From How to add classes to links in Drupal 8
$url = Url::fromUri('http://drupal.org');
$link_options = array(
'attributes' => array(
'class' => array(
'my-first-class',
'my-second-class',
),
),
);
$url->setOptions($link_options);
$link = \Drupal::l(t('Link title'), $url);
l()
is deprecated, so use Link::fromTextAndUrl();
instead