Two easy ways this can be done are:-
Purchase ready made applique letters. Follow manufactures instructions to adhere letter to fabric (my letter is by Wrights)
Trace alphabet letter in reverse onto the paper side of paper backed fusible web like Wonder under.
Cut out letter and fuse to wrong side of fabric.
Cut out letter from fabric.
Peel off paper and fuse to the right side of project fabric.
Sew around alphabet letter to secure to project.
Pull loose thread to wrong side of fabric.