You can type any text you like before the page number in the header or
footer; see http://sbarnhill.mvps.org/WordFAQs/HeaderFooter.htm. If you use
Insert | Page Numbers, you can still View | Header and Footer and add text
to the page number, being careful to get it inside the frame around the page
number, but this is not recommended (in fact, use of Insert | Page Numbers
is not recommended).

For the letters, where would they come from? If they are the paragraph
numbers of numbered headings, you can use "Include chapter number."
Otherwise, you can type the text in just as you would any other text, but
(a) you'll need a section break every time the letter changes, and (b) the
letter will not be picked up in a TOC.