You'd get a collet chuck (ER32 maybe) and some suitable collets. That would enable you to hold a milling tool in the spindle (don't put an endmill or the like in your lathe chuck, endmills have hardened shafts and that won't play well with the hardened lathe chuck's jaws).
Ideally, you'd then get a vertical milling attachment which you'd mount to your cross slide. You'd mount your workpiece on the milling attachment and use the cross slide and milling attachment to move it and mill out your T-Slot shape with the endmill held in your collet chuck.
I guess you could use an angle plate in place of the milling attachment but every time you'd finished a horizontal pass across the workpiece, I think you'd have to reset your workpiece vertically to make the next pass. That seems like a royal pain in the arse and make mistakes more likely. You'd almost certainly have to make multiple passes as deep milling cuts in steel on mini-lathes aren't a good idea.
That said, if you have a bandsaw that can be setup vertically you could do most of the material removal using that and then do the last few, finishing cuts with the workpiece on an angle plate.
Or, you could go old-skool with a hacksaw instead of a bandsaw but only if you like hacksawing?!