Your tractor is probably not equipped with differential lock. The diff lock pedal will be located behind your right heel as you are seated on the tractor. You step down on the pedal to lock the axles together. If you really want diff lock, find a Dexta in a tractor salvage yard and obtain the necessary items. See attached parts diagram.
The alternative method is to brake the wheel that's spinning, and make the other wheel help pull. I did this many, many, many times in my youth while plowing. The left hand wheel was frequently spinning on the grass while pulling the plows.
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