A method and codes for two-step correlation calculation of heavy-atom molecules have been developed, employing the generalized relativistic effective core potential and relativistic coupled cluster (RCC) methods at the first step, followed by nonvariational one-center restoration of proper four-component spinors in the heavy cores. Electron correlation is included for the first time in an ab initio calculation of the interaction of the permanent P,T-odd proton electric dipole moment with the internal electromagnetic field in a molecule. The calculation is performed for the ground state of TlF at the experimental equilibrium, R_e=2.0844 A, and at R=2.1 A, with spin-orbit and correlation effects included by RCC. Calculated results with single cluster amplitudes only are in good agreement (3% and 1%) with recent Dirac-Hartree-Fock (DHF) values of the magnetic parameter M; the larger differences occurring between present and DHF volume parameter (X) values, as well as between the two DHF calculations, are explained. Inclusion of electron correlation by GRECP/RCC with single and double excitations has a major effect on the P,T-odd parameters, decreasing M by 17% and X by 22%.