There's not a lot to say here. If you are downloading these exercises, then you've got a Beginner who's in need of a basic understanding or the letters in the English alphabet. If you are thinking, "Aren't there the same letters in the English alphabet as in other Latin or Roman Alphabets?". The answer is "No!". It might be a good idea to have your student write their own alphabet and pronounce the letters in their own language. I'm sure it will give you a sense of your starting point.
And, of course, to top it off, those letters that are the same have, in many cases, a somewhat different sound to them. Here's where the fun begins. If you neglect working on the pronunciation of each individual letter, then what will rapidly evolve is an English language that is heavily accented, and in some cases, difficult to understand.
The 'Henry Higgins' expectations of perfect diction ad pronunciation is pretty much impossible. There are many factors involved in pronunciation and much of it has to do with the muscular habits that are formed within the lungs, the throat, the vocal chords, the mouth, the tongue, and the lips while a person is growing up from early childhood to the teenage years. There are also cultural retraints and impulses that makes the process of good, English pronunciation even more difficult. Don't be discouraged.
Practice the letters and then move on. Come back occasionally and repeat, and always take advantage of the opportunity placed before you when a student slaughters a particular phonic sound. Don't discourage your student with rabid reptition or the appearance of some disapproval. Rather laugh it off, and keep going. Have fun!